+311.3%
ARM vs TEL
+66.0%
+245.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +5.5% |
| 7D | +11.4% | -1.4% | +12.8% | +12.8% |
| 30D | -7.4% | -4.9% | -2.6% | -2.9% |
| 3M | -24.5% | +0.1% | -24.6% | -24.2% |
| 6M | +128.7% | +0.4% | +128.3% | +122.3% |
| YTD | +139.3% | -8.9% | +148.2% | +152.8% |
| 1Y | +88.0% | -0.3% | +88.3% | +75.3% |
| All | +311.3% | +66.0% | +245.3% | +105.9% |
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