+712.7%
TEL vs IT
+630.6%
+82.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +4.5% | +1.1% | +3.4% | +4.1% |
| 30D | +2.9% | -1.8% | +4.7% | +2.4% |
| 3M | +1.1% | +4.8% | -3.7% | -3.3% |
| 6M | +5.0% | +33.0% | -28.0% | -12.5% |
| YTD | -3.9% | -23.8% | +20.0% | -0.6% |
| 1Y | -7.4% | -16.5% | +9.1% | -8.5% |
| 3Y | +81.0% | -53.6% | +134.6% | +124.7% |
| 5Y | +42.3% | -42.1% | +84.4% | +54.8% |
| 10Y | +284.8% | +90.1% | +194.7% | +117.4% |
| All | +712.7% | +630.6% | +82.1% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling