+185.4%
ARM vs TEL
+76.4%
+109.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.1% |
| 7D | -10.4% | -0.9% | -9.5% | -9.0% |
| 30D | -31.8% | -0.2% | -31.6% | -31.2% |
| 3M | -32.2% | +2.0% | -34.3% | -33.0% |
| 6M | -14.9% | +6.4% | -21.3% | -18.8% |
| YTD | +66.0% | -3.2% | +69.3% | +67.2% |
| 1Y | +17.2% | -11.2% | +28.4% | +29.9% |
| 3Y | +247.2% | +79.8% | +167.5% | +59.7% |
| All | +185.4% | +76.4% | +109.0% | +36.2% |
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