+295.2%
TEL vs TXT
+103.1%
+192.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.4% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -6.1% | -10.2% | +4.2% | -0.8% |
| 3M | +1.7% | -13.3% | +15.0% | +8.8% |
| 6M | +1.6% | -14.4% | +16.0% | +9.5% |
| YTD | -9.1% | -9.1% | 0.0% | -5.6% |
| 1Y | -1.7% | -2.2% | +0.5% | -2.0% |
| 3Y | +67.3% | +5.1% | +62.3% | +57.7% |
| 5Y | +52.1% | +12.8% | +39.3% | +36.5% |
| All | +295.2% | +103.1% | +192.1% | +149.2% |
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