+106.2%
XLP vs TEL
+291.3%
-185.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -2.9% | +1.2% | -4.1% | -3.2% |
| 30D | -2.2% | -4.1% | +1.9% | -1.5% |
| 3M | -0.6% | -2.6% | +2.0% | -0.4% |
| 6M | -2.2% | 0.0% | -2.2% | -3.2% |
| YTD | +8.3% | -9.1% | +17.3% | +9.2% |
| 1Y | +5.7% | -0.8% | +6.6% | +3.9% |
| 3Y | +25.7% | +67.4% | -41.7% | +5.5% |
| 5Y | +31.3% | +51.8% | -20.5% | +11.4% |
| 10Y | +106.2% | +299.4% | -193.3% | +28.4% |
| All | +106.2% | +291.3% | -185.2% | +28.4% |
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 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