+42.4%
TEL vs IT
-42.2%
+84.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +4.5% | +1.1% | +3.4% | +4.2% |
| 30D | +2.9% | -1.8% | +4.7% | +2.5% |
| 3M | +1.1% | +4.8% | -3.7% | -1.6% |
| 6M | +5.0% | +33.0% | -28.0% | -6.1% |
| YTD | -3.9% | -23.8% | +20.0% | +1.8% |
| 1Y | -7.4% | -16.5% | +9.1% | -5.6% |
| 3Y | +81.0% | -53.6% | +134.6% | +128.8% |
| All | +42.4% | -42.2% | +84.6% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling