+358.5%
APH vs TEL
+52.2%
+306.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +5.0% | +3.0% | +2.0% | +2.6% |
| 30D | -3.9% | -3.9% | 0.0% | -0.9% |
| 3M | +13.0% | -5.1% | +18.1% | +16.9% |
| 6M | +25.2% | +0.6% | +24.6% | +22.8% |
| YTD | +22.9% | -7.3% | +30.2% | +29.6% |
| 1Y | +47.8% | +1.1% | +46.7% | +45.9% |
| 3Y | +283.0% | +63.7% | +219.3% | +157.0% |
| All | +358.5% | +52.2% | +306.2% | +216.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling