+428.1%
WMT vs TEL
+316.2%
+111.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.2% | +0.8% |
| 7D | 0.0% | +1.6% | -1.6% | -0.2% |
| 30D | -7.4% | -0.7% | -6.8% | -7.4% |
| 3M | -10.9% | +2.4% | -13.3% | -11.4% |
| 6M | -12.7% | +4.1% | -16.8% | -13.8% |
| YTD | -3.2% | -5.8% | +2.6% | -3.1% |
| 1Y | +5.3% | +0.9% | +4.4% | +3.6% |
| 3Y | +101.9% | +72.6% | +29.3% | +76.7% |
| 5Y | +134.6% | +57.5% | +77.0% | +106.0% |
| All | +428.1% | +316.2% | +111.9% | +280.4% |
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