+712.7%
TEL vs A
+618.7%
+94.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | +4.5% | -0.5% | +5.0% | +4.8% |
| 30D | +2.9% | 0.0% | +2.9% | +2.9% |
| 3M | +1.1% | +16.7% | -15.6% | -8.4% |
| 6M | +5.0% | +54.8% | -49.8% | -21.1% |
| YTD | -3.9% | +28.8% | -32.7% | -19.6% |
| 1Y | -7.4% | +19.3% | -26.8% | -19.0% |
| 3Y | +81.0% | +65.5% | +15.5% | +24.3% |
| 5Y | +42.3% | +12.1% | +30.2% | +21.2% |
| 10Y | +284.8% | +305.4% | -20.6% | +39.6% |
| All | +712.7% | +618.7% | +94.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling