+1,459.6%
ALNY vs TEL
+707.2%
+752.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | -6.4% | -2.3% | -4.1% | -5.3% |
| 30D | +11.9% | -6.1% | +18.0% | +15.0% |
| 3M | -15.0% | +1.7% | -16.7% | -16.6% |
| 6M | -23.2% | +1.6% | -24.8% | -25.4% |
| YTD | -37.8% | -9.1% | -28.7% | -36.6% |
| 1Y | -47.3% | -1.7% | -45.6% | -48.8% |
| 3Y | +22.9% | +67.3% | -44.4% | -12.3% |
| 5Y | +30.6% | +52.1% | -21.5% | -4.0% |
| 10Y | +254.6% | +299.3% | -44.7% | +42.5% |
| All | +1,459.6% | +707.2% | +752.4% | +328.6% |
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