+500.0%
APP vs TEL
+71.6%
+428.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.5% | +9.6% |
| 7D | +71.2% | -2.8% | +74.0% | +72.6% |
| 30D | +39.1% | -4.1% | +43.2% | +41.9% |
| 3M | +16.5% | -3.4% | +19.9% | +16.5% |
| 6M | -16.6% | -3.5% | -13.1% | -17.1% |
| YTD | -41.9% | -8.0% | -33.9% | -40.8% |
| 1Y | -37.0% | -13.7% | -23.3% | -31.6% |
| 3Y | +892.4% | +71.9% | +820.5% | +402.4% |
| 5Y | +297.3% | +40.9% | +256.4% | +135.9% |
| All | +500.0% | +71.6% | +428.4% | +227.8% |
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