+369.5%
ALAB vs TEL
+55.8%
+313.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | -1.1% |
| 7D | -6.2% | +1.6% | -7.8% | -7.6% |
| 30D | -8.7% | -0.7% | -8.0% | -8.2% |
| 3M | -20.7% | +2.4% | -23.2% | -23.2% |
| 6M | +133.5% | +4.1% | +129.4% | +117.1% |
| YTD | +75.1% | -5.8% | +80.9% | +80.0% |
| 1Y | +25.0% | +0.9% | +24.2% | +21.2% |
| All | +369.5% | +55.8% | +313.7% | +206.0% |
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