+683.8%
TEL vs IT
+608.8%
+75.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.3% | +1.6% |
| 7D | +3.0% | -6.0% | +9.0% | +5.5% |
| 30D | -3.9% | 0.0% | -3.9% | -4.5% |
| 3M | -5.1% | +13.1% | -18.2% | -12.6% |
| 6M | +0.6% | +11.7% | -11.1% | -8.6% |
| YTD | -7.3% | -26.1% | +18.8% | -0.9% |
| 1Y | +1.1% | -21.3% | +22.4% | +3.7% |
| 3Y | +63.7% | -46.7% | +110.4% | +91.9% |
| 5Y | +50.7% | -40.5% | +91.2% | +64.3% |
| 10Y | +290.2% | +103.9% | +186.3% | +116.4% |
| All | +683.8% | +608.8% | +75.0% | +82.6% |
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