+219.8%
ARM vs TEL
+77.7%
+142.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.8% | +11.3% | +11.2% |
| 7D | +6.0% | -0.4% | +6.4% | +7.1% |
| 30D | -20.3% | +1.0% | -21.3% | -20.5% |
| 3M | -24.4% | +0.7% | -25.1% | -24.1% |
| 6M | -4.4% | +7.3% | -11.6% | -9.5% |
| YTD | +86.0% | -2.5% | +88.6% | +86.0% |
| 1Y | +35.8% | -10.3% | +46.1% | +48.9% |
| 3Y | +289.1% | +81.1% | +207.9% | +77.7% |
| All | +219.8% | +77.7% | +142.1% | +51.5% |
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 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