+72.6%
TEL vs PBR
+99.7%
-27.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.7% |
| 7D | +1.6% | +5.4% | -3.8% | +1.0% |
| 30D | -0.7% | +22.9% | -23.5% | -2.9% |
| 3M | +2.4% | +19.6% | -17.2% | +0.2% |
| 6M | +4.1% | +16.5% | -12.3% | +1.4% |
| YTD | -5.8% | +86.7% | -92.5% | -16.6% |
| 1Y | +0.9% | +74.7% | -73.8% | -9.6% |
| 3Y | +72.6% | +102.6% | -30.0% | +46.9% |
| All | +72.6% | +99.7% | -27.1% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling