+529.7%
ABT vs TEL
+708.6%
-178.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.1% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | -2.1% | -4.9% | +2.7% | -1.0% |
| 3M | +17.4% | +0.1% | +17.3% | +16.8% |
| 6M | -2.4% | +0.4% | -2.7% | -3.6% |
| YTD | -14.2% | -8.9% | -5.3% | -13.4% |
| 1Y | -18.3% | -0.3% | -18.0% | -19.9% |
| 3Y | +11.5% | +67.6% | -56.1% | -6.9% |
| 5Y | -9.9% | +50.7% | -60.6% | -23.3% |
| 10Y | +204.4% | +288.6% | -84.3% | +98.7% |
| All | +529.7% | +708.6% | -178.9% | +245.3% |
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