+527.5%
APP vs TEL
+79.4%
+448.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.5% |
| 7D | +4.6% | +4.5% | +0.1% | +0.6% |
| 30D | +56.0% | +2.9% | +53.1% | +49.7% |
| 3M | +30.8% | +1.1% | +29.7% | +25.8% |
| 6M | -9.8% | +5.0% | -14.8% | -17.0% |
| YTD | -39.3% | -3.9% | -35.4% | -40.4% |
| 1Y | -26.4% | -7.4% | -19.0% | -25.3% |
| 3Y | +887.9% | +81.0% | +806.9% | +376.4% |
| 5Y | +264.1% | +42.3% | +221.8% | +111.2% |
| All | +527.5% | +79.4% | +448.1% | +229.9% |
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