+668.9%
TEL vs XHB
+262.3%
+406.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.8% |
| 7D | +1.2% | -1.9% | +3.1% | +2.4% |
| 30D | -4.1% | -8.3% | +4.2% | +1.0% |
| 3M | -2.6% | -7.1% | +4.6% | +1.4% |
| 6M | 0.0% | -5.3% | +5.3% | +2.9% |
| YTD | -9.1% | -3.2% | -5.9% | -8.0% |
| 1Y | -0.8% | -13.9% | +13.0% | +7.3% |
| 3Y | +67.4% | +24.9% | +42.5% | +41.0% |
| 5Y | +51.8% | +34.5% | +17.2% | +21.1% |
| 10Y | +299.4% | +215.5% | +84.0% | +92.3% |
| All | +668.9% | +262.3% | +406.6% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling