+311.2%
XLU vs TEL
+736.1%
-424.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.3% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | -3.2% | +2.4% | -5.6% | -4.2% |
| 6M | -7.0% | +4.1% | -11.1% | -9.0% |
| YTD | +0.6% | -5.8% | +6.5% | +0.8% |
| 1Y | +2.4% | +0.9% | +1.6% | +0.3% |
| 3Y | +46.3% | +72.6% | -26.3% | +21.0% |
| 5Y | +44.0% | +57.5% | -13.6% | +20.2% |
| 10Y | +140.1% | +313.6% | -173.6% | +45.5% |
| All | +311.2% | +736.1% | -424.9% | +73.5% |
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