+289.9%
XLB vs TEL
+723.0%
-433.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -1.4% | +3.0% | -4.3% | -3.0% |
| 30D | -0.4% | -3.9% | +3.5% | +1.4% |
| 3M | +2.0% | -5.1% | +7.1% | +3.9% |
| 6M | +1.8% | +0.6% | +1.2% | -0.3% |
| YTD | +16.6% | -7.3% | +23.9% | +18.0% |
| 1Y | +16.9% | +1.1% | +15.8% | +12.3% |
| 3Y | +32.6% | +63.7% | -31.1% | -3.8% |
| 5Y | +35.6% | +50.7% | -15.0% | +1.3% |
| 10Y | +160.0% | +290.2% | -130.1% | +13.6% |
| All | +289.9% | +723.0% | -433.2% | +1.1% |
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