+214.2%
ARM vs TEL
+76.4%
+137.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.0% |
| 7D | +19.8% | +5.6% | +14.3% | +13.3% |
| 30D | -21.8% | +0.9% | -22.7% | -21.9% |
| 3M | -26.5% | +2.1% | -28.6% | -27.2% |
| 6M | -3.9% | +2.7% | -6.6% | -4.8% |
| YTD | +82.8% | -3.2% | +86.0% | +84.2% |
| 1Y | +34.3% | -10.6% | +44.9% | +47.8% |
| 3Y | +282.2% | +79.8% | +202.4% | +75.9% |
| All | +214.2% | +76.4% | +137.8% | +50.0% |
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