+50.9%
XYZ vs TEL
+67.5%
-16.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -2.2% |
| 7D | +2.9% | -1.4% | +4.3% | +3.5% |
| 30D | +1.4% | -4.9% | +6.3% | +3.9% |
| 3M | +14.6% | +0.1% | +14.5% | +13.8% |
| 6M | +20.8% | +0.4% | +20.4% | +17.8% |
| YTD | +23.1% | -8.9% | +32.0% | +25.3% |
| 1Y | +5.6% | -0.3% | +6.0% | -0.8% |
| 3Y | +50.9% | +67.6% | -16.7% | -14.7% |
| All | +50.9% | +67.5% | -16.6% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling