+670.1%
TEL vs ROK
+852.1%
-182.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.1% |
| 7D | -1.4% | +2.8% | -4.2% | -3.1% |
| 30D | -4.9% | -2.4% | -2.5% | -3.5% |
| 3M | +0.1% | -4.7% | +4.8% | +2.3% |
| 6M | +0.4% | +16.8% | -16.4% | -9.4% |
| YTD | -8.9% | +11.4% | -20.3% | -15.8% |
| 1Y | -0.3% | +26.2% | -26.5% | -14.6% |
| 3Y | +67.6% | +51.9% | +15.8% | +22.4% |
| 5Y | +50.7% | +46.4% | +4.3% | +9.4% |
| 10Y | +288.6% | +343.5% | -54.9% | +33.9% |
| All | +670.1% | +852.1% | -182.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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