+849.1%
WMT vs TEL
+707.4%
+141.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -0.2% | +1.2% | -1.5% | -0.5% |
| 30D | -5.8% | -4.1% | -1.7% | -5.2% |
| 3M | -10.8% | -2.6% | -8.2% | -10.6% |
| 6M | -14.3% | 0.0% | -14.4% | -14.9% |
| YTD | -4.4% | -9.1% | +4.7% | -3.7% |
| 1Y | +4.3% | -0.8% | +5.2% | +3.0% |
| 3Y | +100.1% | +67.4% | +32.7% | +76.5% |
| 5Y | +130.8% | +51.8% | +79.1% | +104.8% |
| 10Y | +433.7% | +299.4% | +134.3% | +281.0% |
| All | +849.1% | +707.4% | +141.7% | +470.2% |
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