+504.9%
ABBV vs TEL
+316.2%
+188.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.1% |
| 7D | +0.3% | +1.6% | -1.3% | -0.2% |
| 30D | +3.4% | -0.7% | +4.0% | +3.4% |
| 3M | +15.2% | +2.4% | +12.8% | +13.8% |
| 6M | +14.7% | +4.1% | +10.5% | +12.1% |
| YTD | +15.2% | -5.8% | +21.0% | +15.4% |
| 1Y | +20.4% | +0.9% | +19.5% | +17.6% |
| 3Y | +91.3% | +72.6% | +18.7% | +55.2% |
| 5Y | +189.6% | +57.5% | +132.0% | +136.2% |
| All | +504.9% | +316.2% | +188.7% | +232.5% |
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 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