+668.9%
TEL vs XEL
+609.5%
+59.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | -4.1% | -0.9% | -3.2% | -3.8% |
| 3M | -2.6% | -1.4% | -1.2% | -2.3% |
| 6M | 0.0% | -5.8% | +5.8% | +2.4% |
| YTD | -9.1% | +4.7% | -13.8% | -12.0% |
| 1Y | -0.8% | +9.1% | -9.9% | -6.5% |
| 3Y | +67.4% | +47.8% | +19.5% | +29.8% |
| 5Y | +51.8% | +29.0% | +22.7% | +24.7% |
| 10Y | +299.4% | +154.0% | +145.4% | +95.2% |
| All | +668.9% | +609.5% | +59.4% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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