+181.2%
TSCO vs TEL
+316.2%
-134.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -2.7% |
| 7D | -5.7% | +1.6% | -7.2% | -6.2% |
| 30D | -8.8% | -0.7% | -8.1% | -8.8% |
| 3M | +6.3% | +2.4% | +3.9% | +4.9% |
| 6M | -32.3% | +4.1% | -36.4% | -34.0% |
| YTD | -32.7% | -5.8% | -26.9% | -32.6% |
| 1Y | -43.7% | +0.9% | -44.6% | -45.4% |
| 3Y | -19.7% | +72.6% | -92.3% | -37.7% |
| 5Y | -11.6% | +57.5% | -69.2% | -30.2% |
| All | +181.2% | +316.2% | -134.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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