+281.4%
WMB vs TEL
+283.7%
-2.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +7.8% | +4.5% | +3.3% | +5.8% |
| 30D | -5.1% | +2.9% | -8.0% | -6.4% |
| 3M | -4.7% | +1.1% | -5.9% | -5.7% |
| 6M | -7.4% | +5.0% | -12.4% | -10.8% |
| YTD | +17.5% | -3.9% | +21.3% | +15.3% |
| 1Y | +19.5% | -7.4% | +26.9% | +18.9% |
| 3Y | +121.3% | +81.0% | +40.3% | +50.0% |
| 5Y | +200.5% | +42.3% | +158.2% | +127.1% |
| All | +281.4% | +283.7% | -2.3% | +45.8% |
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