+309.3%
TEL vs XHB
+215.4%
+94.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.5% |
| 7D | +1.6% | -4.6% | +6.2% | +5.0% |
| 30D | -0.7% | -9.1% | +8.5% | +6.0% |
| 3M | +2.4% | -8.6% | +11.0% | +8.4% |
| 6M | +4.1% | -4.0% | +8.2% | +6.5% |
| YTD | -5.8% | -3.9% | -1.9% | -4.2% |
| 1Y | +0.9% | -16.5% | +17.3% | +12.7% |
| 3Y | +72.6% | +22.6% | +50.0% | +39.8% |
| 5Y | +57.5% | +33.9% | +23.6% | +17.2% |
| All | +309.3% | +215.4% | +94.0% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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