+59.6%
TXN vs TEL
+56.5%
+3.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +1.6% |
| 7D | +4.0% | +1.6% | +2.4% | +3.0% |
| 30D | -2.9% | -0.7% | -2.2% | -2.7% |
| 3M | -9.1% | +2.4% | -11.5% | -10.6% |
| 6M | +36.6% | +4.1% | +32.5% | +31.4% |
| YTD | +57.5% | -5.8% | +63.3% | +58.8% |
| 1Y | +49.5% | +0.9% | +48.7% | +42.6% |
| 3Y | +76.5% | +72.6% | +3.9% | +9.9% |
| All | +59.6% | +56.5% | +3.1% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling