+299.4%
TEL vs IBB
+122.2%
+177.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | +1.2% | -3.9% | +5.1% | +3.8% |
| 30D | -4.1% | +2.7% | -6.8% | -6.2% |
| 3M | -2.6% | +21.4% | -23.9% | -14.6% |
| 6M | 0.0% | +20.1% | -20.1% | -11.6% |
| YTD | -9.1% | +21.9% | -30.9% | -20.5% |
| 1Y | -0.8% | +44.1% | -45.0% | -22.2% |
| 3Y | +67.4% | +63.4% | +4.0% | +20.2% |
| 5Y | +51.8% | +19.8% | +32.0% | +29.8% |
| 10Y | +299.4% | +127.0% | +172.4% | +139.9% |
| All | +299.4% | +122.2% | +177.2% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling