+683.8%
TEL vs TXT
+59.2%
+624.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +3.0% | -4.8% | +7.7% | +5.0% |
| 30D | -3.9% | -10.6% | +6.7% | +0.6% |
| 3M | -5.1% | -13.2% | +8.1% | +0.2% |
| 6M | +0.6% | -20.3% | +20.9% | +10.2% |
| YTD | -7.3% | -9.3% | +2.0% | -4.2% |
| 1Y | +1.1% | -2.7% | +3.8% | +1.3% |
| 3Y | +63.7% | +1.4% | +62.3% | +59.7% |
| 5Y | +50.7% | +9.6% | +41.1% | +41.8% |
| 10Y | +290.2% | +94.9% | +195.3% | +175.4% |
| All | +683.8% | +59.2% | +624.6% | +369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling