+285.8%
TEL vs TXT
+89.4%
+196.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | +2.9% | +13.3% | -10.5% | -4.0% |
| 3M | +1.1% | -5.0% | +6.1% | +3.3% |
| 6M | +5.0% | -8.4% | +13.4% | +8.7% |
| YTD | -3.9% | -4.0% | +0.1% | -3.5% |
| 1Y | -7.4% | +2.8% | -10.2% | -10.4% |
| 3Y | +81.0% | +10.3% | +70.7% | +65.8% |
| 5Y | +42.3% | +9.2% | +33.1% | +29.0% |
| All | +285.8% | +89.4% | +196.3% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling