+506.6%
APP vs TEL
+80.6%
+426.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.1% |
| 7D | +61.1% | -0.9% | +62.0% | +59.9% |
| 30D | +42.8% | -0.2% | +43.0% | +41.0% |
| 3M | +16.7% | +2.0% | +14.6% | +11.2% |
| 6M | -15.6% | +6.4% | -22.0% | -23.2% |
| YTD | -41.3% | -3.2% | -38.1% | -42.7% |
| 1Y | -39.3% | -11.2% | -28.1% | -35.5% |
| 3Y | +803.2% | +79.8% | +723.4% | +340.0% |
| 5Y | +313.2% | +46.6% | +266.6% | +135.8% |
| All | +506.6% | +80.6% | +426.1% | +217.1% |
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 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