-8.6%
TEL vs ABCL
+138.2%
-146.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -0.5% | -10.0% | +9.5% | +0.3% |
| 30D | +0.6% | -10.9% | +11.5% | +1.3% |
| 3M | +2.0% | +101.6% | -99.7% | -5.5% |
| 6M | +8.1% | +167.5% | -159.4% | -6.2% |
| YTD | -2.2% | +259.1% | -261.2% | -21.6% |
| 1Y | -8.6% | +152.2% | -160.8% | -20.0% |
| All | -8.6% | +138.2% | -146.8% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling