+268.6%
ARM vs TEL
+79.6%
+189.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -4.0% | -3.9% |
| 7D | +9.1% | +4.5% | +4.6% | +4.3% |
| 30D | -19.9% | +2.9% | -22.8% | -21.7% |
| 3M | -31.6% | +1.1% | -32.8% | -31.6% |
| 6M | -13.9% | +5.0% | -18.9% | -16.1% |
| YTD | +74.3% | -3.9% | +78.2% | +76.9% |
| 1Y | +35.8% | -7.4% | +43.2% | +42.7% |
| 3Y | +268.6% | +81.0% | +187.6% | +86.1% |
| All | +268.6% | +79.6% | +189.0% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling