+193.0%
ARM vs TEL
+77.2%
+115.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +0.6% |
| 7D | -5.3% | +0.6% | -5.9% | -5.4% |
| 30D | -30.0% | +0.2% | -30.2% | -29.7% |
| 3M | -34.1% | +1.5% | -35.6% | -34.4% |
| 6M | -12.6% | +6.9% | -19.6% | -17.1% |
| YTD | +70.4% | -2.8% | +73.2% | +70.8% |
| 1Y | +22.3% | -8.8% | +31.0% | +31.1% |
| 3Y | +261.2% | +84.3% | +176.9% | +61.3% |
| All | +193.0% | +77.2% | +115.8% | +39.1% |
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