-8.6%
TEL vs PBR
+74.7%
-83.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | -0.7% |
| 7D | -0.5% | -11.0% | +10.5% | -1.9% |
| 30D | +0.6% | -18.8% | +19.4% | -1.9% |
| 3M | +2.0% | +7.8% | -5.9% | +2.7% |
| 6M | +8.1% | -7.6% | +15.7% | +8.3% |
| YTD | -2.2% | +72.7% | -74.8% | -6.1% |
| 1Y | -8.6% | +72.9% | -81.5% | -13.4% |
| All | -8.6% | +74.7% | -83.3% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling