+696.3%
TEL vs TDY
+1,175.2%
-478.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.9% |
| 7D | +1.6% | -1.1% | +2.7% | +2.3% |
| 30D | -0.7% | -12.0% | +11.4% | +7.2% |
| 3M | +2.4% | -3.2% | +5.6% | +4.3% |
| 6M | +4.1% | -7.9% | +12.0% | +8.9% |
| YTD | -5.8% | +18.2% | -24.0% | -15.7% |
| 1Y | +0.9% | +6.7% | -5.8% | -4.2% |
| 3Y | +72.6% | +47.5% | +25.1% | +33.4% |
| 5Y | +57.5% | +39.5% | +18.0% | +24.6% |
| 10Y | +313.6% | +477.2% | -163.5% | +34.6% |
| All | +696.3% | +1,175.2% | -478.9% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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