+52.1%
TEL vs XHB
+30.4%
+21.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.4% |
| 7D | -2.3% | -5.2% | +3.0% | +1.0% |
| 30D | -6.1% | -12.1% | +6.1% | +1.7% |
| 3M | +1.7% | -6.2% | +7.9% | +5.3% |
| 6M | +1.6% | -6.7% | +8.3% | +5.5% |
| YTD | -9.1% | -5.5% | -3.6% | -6.7% |
| 1Y | -1.7% | -15.6% | +14.0% | +8.0% |
| 3Y | +67.3% | +22.0% | +45.3% | +36.9% |
| 5Y | +52.1% | +31.8% | +20.3% | +16.5% |
| All | +52.1% | +30.4% | +21.7% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling