+683.8%
TEL vs IBB
+731.4%
-47.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | +3.0% | +1.4% | +1.5% | +1.9% |
| 30D | -3.9% | +10.5% | -14.4% | -10.7% |
| 3M | -5.1% | +23.6% | -28.7% | -18.6% |
| 6M | +0.6% | +22.6% | -22.0% | -13.2% |
| YTD | -7.3% | +25.7% | -33.0% | -21.4% |
| 1Y | +1.1% | +51.4% | -50.2% | -24.7% |
| 3Y | +63.7% | +64.4% | -0.7% | +14.1% |
| 5Y | +50.7% | +22.1% | +28.5% | +27.0% |
| 10Y | +290.2% | +132.5% | +157.7% | +99.6% |
| All | +683.8% | +731.4% | -47.5% | -5.2% |
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