+724.3%
TEL vs IBB
+755.8%
-31.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | -0.4% | -1.4% | +1.0% | +0.7% |
| 30D | +1.0% | +6.8% | -5.8% | -3.5% |
| 3M | +0.7% | +9.2% | -8.5% | -5.9% |
| 6M | +7.3% | +28.3% | -21.1% | -10.6% |
| YTD | -2.5% | +29.4% | -31.9% | -19.2% |
| 1Y | -10.3% | +33.2% | -43.4% | -27.1% |
| 3Y | +81.1% | +90.2% | -9.1% | +13.9% |
| 5Y | +45.3% | +44.0% | +1.3% | +9.4% |
| 10Y | +290.3% | +133.1% | +157.2% | +100.4% |
| All | +724.3% | +755.8% | -31.6% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling