-68.6%
XYZ vs TEL
+49.6%
-118.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -1.6% |
| 7D | +2.9% | -1.4% | +4.3% | +4.0% |
| 30D | +1.4% | -4.9% | +6.3% | +5.4% |
| 3M | +14.6% | +0.1% | +14.5% | +12.6% |
| 6M | +20.8% | +0.4% | +20.4% | +14.8% |
| YTD | +23.1% | -8.9% | +32.0% | +25.4% |
| 1Y | +5.6% | -0.3% | +6.0% | -5.0% |
| 3Y | +50.9% | +67.6% | -16.7% | -34.9% |
| 5Y | -68.6% | +50.7% | -119.2% | -84.1% |
| All | -68.6% | +49.6% | -118.1% | -84.1% |
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