+520.8%
APP vs TEL
+81.9%
+438.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +1.7% |
| 7D | +48.9% | -0.4% | +49.3% | +47.2% |
| 30D | +49.4% | +1.0% | +48.5% | +46.0% |
| 3M | +27.0% | +0.7% | +26.3% | +22.8% |
| 6M | -15.4% | +7.3% | -22.7% | -23.6% |
| YTD | -39.9% | -2.5% | -37.4% | -41.8% |
| 1Y | -32.0% | -10.3% | -21.7% | -28.4% |
| 3Y | +824.3% | +81.1% | +743.2% | +347.4% |
| 5Y | +252.4% | +45.3% | +207.2% | +101.3% |
| All | +520.8% | +81.9% | +438.9% | +222.5% |
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