+76.7%
AGG vs TEL
+736.1%
-659.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.1% |
| 7D | -1.1% | +1.6% | -2.6% | -1.1% |
| 30D | -1.1% | -0.7% | -0.5% | -1.1% |
| 3M | -1.9% | +2.4% | -4.4% | -1.9% |
| 6M | -1.7% | +4.1% | -5.8% | -1.7% |
| YTD | -1.3% | -5.8% | +4.5% | -1.3% |
| 1Y | -0.7% | +0.9% | -1.6% | -0.7% |
| 3Y | +12.5% | +72.6% | -60.1% | +12.7% |
| 5Y | -2.5% | +57.5% | -60.0% | -2.4% |
| 10Y | +14.2% | +313.6% | -299.4% | +15.9% |
| All | +76.7% | +736.1% | -659.4% | +80.4% |
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