+164.2%
XLB vs TEL
+283.7%
-119.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +0.5% | +4.5% | -4.0% | -1.7% |
| 30D | +5.2% | +2.9% | +2.3% | +3.2% |
| 3M | +0.3% | +1.1% | -0.8% | -1.1% |
| 6M | +1.2% | +5.0% | -3.8% | -2.8% |
| YTD | +16.6% | -3.9% | +20.5% | +15.2% |
| 1Y | +21.4% | -7.4% | +28.9% | +21.9% |
| 3Y | +43.2% | +81.0% | -37.8% | -5.2% |
| 5Y | +28.0% | +42.3% | -14.3% | -4.2% |
| All | +164.2% | +283.7% | -119.5% | +10.8% |
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