+5.9%
ABT vs TEL
+71.6%
-65.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -4.9% | -1.6% |
| 7D | -5.9% | +1.6% | -7.5% | -6.0% |
| 30D | -8.1% | -0.7% | -7.4% | -8.1% |
| 3M | +14.5% | +2.4% | +12.1% | +14.1% |
| 6M | -6.3% | +4.1% | -10.4% | -6.9% |
| YTD | -17.1% | -5.8% | -11.3% | -17.0% |
| 1Y | -21.4% | +0.9% | -22.2% | -22.1% |
| 3Y | +5.9% | +72.6% | -66.7% | -3.2% |
| All | +5.9% | +71.6% | -65.7% | -3.2% |
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