+391.7%
APP vs TEL
+73.0%
+318.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.6% |
| 7D | +0.9% | +3.0% | -2.1% | -2.2% |
| 30D | -23.3% | -3.9% | -19.4% | -20.7% |
| 3M | -42.6% | -5.1% | -37.5% | -40.5% |
| 6M | -33.6% | +0.6% | -34.2% | -36.8% |
| YTD | -52.4% | -7.3% | -45.1% | -50.7% |
| 1Y | -35.9% | +1.1% | -37.0% | -39.7% |
| 3Y | +642.2% | +63.7% | +578.5% | +306.7% |
| 5Y | +311.1% | +50.7% | +260.4% | +140.0% |
| All | +391.7% | +73.0% | +318.7% | +173.3% |
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