+40.7%
XLC vs TEL
+42.2%
-1.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.3% |
| 7D | +3.7% | +4.5% | -0.8% | +1.9% |
| 30D | -1.9% | +2.9% | -4.8% | -3.4% |
| 3M | -3.1% | +1.1% | -4.2% | -4.3% |
| 6M | -6.4% | +5.0% | -11.4% | -9.5% |
| YTD | -6.8% | -3.9% | -3.0% | -8.1% |
| 1Y | -1.7% | -7.4% | +5.8% | -1.5% |
| 3Y | +64.7% | +81.0% | -16.3% | +8.6% |
| All | +40.7% | +42.2% | -1.5% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling