+44.0%
XLP vs TEL
+42.2%
+1.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +2.5% | +4.5% | -2.0% | +1.9% |
| 30D | +7.3% | +2.9% | +4.4% | +6.8% |
| 3M | +8.1% | +1.1% | +7.0% | +7.6% |
| 6M | +10.5% | +5.0% | +5.5% | +9.1% |
| YTD | +21.2% | -3.9% | +25.1% | +20.7% |
| 1Y | +22.7% | -7.4% | +30.2% | +22.9% |
| 3Y | +44.8% | +81.0% | -36.2% | +22.2% |
| All | +44.0% | +42.2% | +1.9% | +27.3% |
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