+69.7%
XLC vs TEL
+65.7%
+4.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | +0.2% | -6.1% | +6.3% | +1.8% |
| 3M | +0.7% | +1.7% | -1.0% | -0.2% |
| 6M | -4.5% | +1.6% | -6.1% | -6.2% |
| YTD | -4.7% | -9.1% | +4.3% | -3.7% |
| 1Y | -1.5% | -1.7% | +0.2% | -4.0% |
| All | +69.7% | +65.7% | +4.0% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling