+74.2%
XLF vs TEL
+71.6%
+2.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.3% |
| 7D | -1.5% | +1.6% | -3.0% | -1.9% |
| 30D | -1.2% | -0.7% | -0.5% | -1.1% |
| 3M | +9.2% | +2.4% | +6.8% | +8.0% |
| 6M | +16.3% | +4.1% | +12.2% | +13.4% |
| YTD | +5.4% | -5.8% | +11.3% | +5.7% |
| 1Y | +7.6% | +0.9% | +6.7% | +4.3% |
| 3Y | +74.2% | +72.6% | +1.6% | +31.7% |
| All | +74.2% | +71.6% | +2.6% | +31.7% |
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