+29.5%
XLB vs TEL
-8.6%
+38.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +3.9% | -0.5% | +4.4% | +4.0% |
| 30D | +8.9% | +0.6% | +8.3% | +8.6% |
| 3M | +4.1% | +2.0% | +2.2% | +3.5% |
| 6M | +7.3% | +8.1% | -0.8% | +5.0% |
| YTD | +20.4% | -2.2% | +22.5% | +18.4% |
| 1Y | +29.5% | -8.6% | +38.1% | +29.2% |
| All | +29.5% | -8.6% | +38.1% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling