+532.6%
XLI vs TEL
+707.4%
-174.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.4% |
| 7D | -0.6% | +1.2% | -1.8% | -1.2% |
| 30D | -6.9% | -4.1% | -2.8% | -5.2% |
| 3M | -1.9% | -2.6% | +0.6% | -1.2% |
| 6M | +1.0% | 0.0% | +1.0% | -0.5% |
| YTD | +11.3% | -9.1% | +20.4% | +14.1% |
| 1Y | +15.8% | -0.8% | +16.6% | +12.9% |
| 3Y | +69.8% | +67.4% | +2.5% | +23.7% |
| 5Y | +80.9% | +51.8% | +29.1% | +36.1% |
| 10Y | +257.2% | +299.4% | -42.2% | +59.5% |
| All | +532.6% | +707.4% | -174.8% | +73.1% |
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