+1,040.8%
TXN vs TEL
+707.2%
+333.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +2.0% | -2.3% | +4.2% | +3.3% |
| 30D | -8.0% | -6.1% | -1.9% | -4.9% |
| 3M | -7.8% | +1.7% | -9.5% | -8.7% |
| 6M | +32.4% | +1.6% | +30.8% | +29.9% |
| YTD | +51.7% | -9.1% | +60.8% | +56.4% |
| 1Y | +44.3% | -1.7% | +46.0% | +41.6% |
| 3Y | +71.3% | +67.3% | +4.0% | +22.6% |
| 5Y | +56.4% | +52.1% | +4.3% | +17.3% |
| 10Y | +410.2% | +299.3% | +110.9% | +128.4% |
| All | +1,040.8% | +707.2% | +333.6% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling