+930.0%
APH vs TEL
+283.7%
+646.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.2% |
| 7D | +4.9% | +4.5% | +0.4% | +1.6% |
| 30D | -5.4% | +2.9% | -8.3% | -7.1% |
| 3M | -5.5% | +1.1% | -6.6% | -5.8% |
| 6M | +25.9% | +5.0% | +20.9% | +21.4% |
| YTD | +16.4% | -3.9% | +20.2% | +19.9% |
| 1Y | +16.5% | -7.4% | +23.9% | +23.2% |
| 3Y | +270.9% | +81.0% | +189.9% | +140.4% |
| 5Y | +289.5% | +42.3% | +247.2% | +194.6% |
| All | +930.0% | +283.7% | +646.3% | +328.9% |
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