+718.3%
TEL vs XRT
+436.0%
+282.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.5% |
| 7D | +5.6% | -0.4% | +6.0% | +5.9% |
| 30D | +0.9% | +7.5% | -6.6% | -4.3% |
| 3M | +2.1% | +2.3% | -0.3% | 0.0% |
| 6M | +2.7% | +12.8% | -10.1% | -6.1% |
| YTD | -3.2% | +7.1% | -10.3% | -8.2% |
| 1Y | -10.6% | +12.3% | -22.9% | -18.0% |
| 3Y | +79.8% | +57.0% | +22.8% | +28.7% |
| 5Y | +43.3% | -4.3% | +47.6% | +40.4% |
| 10Y | +287.5% | +136.7% | +150.8% | +79.4% |
| All | +718.3% | +436.0% | +282.2% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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