+79.8%
TEL vs IBB
+89.8%
-10.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | -0.2% | +5.2% | -5.4% | -3.3% |
| 3M | +2.0% | +8.6% | -6.6% | -3.8% |
| 6M | +6.4% | +27.8% | -21.4% | -10.7% |
| YTD | -3.2% | +28.8% | -32.0% | -19.2% |
| 1Y | -11.2% | +36.4% | -47.6% | -28.7% |
| 3Y | +79.8% | +89.3% | -9.6% | +12.4% |
| All | +79.8% | +89.8% | -10.0% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling