+128.8%
XLP vs TEL
+304.7%
-175.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -0.3% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +8.9% | +0.2% | +8.7% | +8.7% |
| 3M | +7.5% | +1.5% | +6.0% | +6.7% |
| 6M | +9.4% | +6.9% | +2.5% | +6.9% |
| YTD | +19.3% | -2.8% | +22.1% | +18.2% |
| 1Y | +21.7% | -8.8% | +30.5% | +22.2% |
| 3Y | +44.0% | +84.3% | -40.3% | +18.0% |
| 5Y | +42.8% | +46.8% | -4.0% | +22.7% |
| 10Y | +128.8% | +294.7% | -165.9% | +49.2% |
| All | +128.8% | +304.7% | -175.9% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling