+529.5%
AMT vs TEL
+759.2%
-229.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.2% | +5.6% | -7.7% | -4.1% |
| 30D | +5.8% | +0.9% | +4.9% | +5.0% |
| 3M | +12.6% | +2.1% | +10.5% | +11.0% |
| 6M | +8.3% | +2.7% | +5.6% | +5.8% |
| YTD | +11.4% | -3.2% | +14.6% | +9.8% |
| 1Y | +7.7% | -10.6% | +18.3% | +8.9% |
| 3Y | +14.8% | +79.8% | -65.0% | -14.4% |
| 5Y | -18.0% | +43.3% | -61.2% | -34.0% |
| 10Y | +133.0% | +287.5% | -154.5% | +17.0% |
| All | +529.5% | +759.2% | -229.7% | +104.1% |
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