+101.5%
TEL vs ABCL
-81.0%
+182.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.4% |
| 7D | +5.6% | +4.4% | +1.2% | +5.1% |
| 30D | +0.9% | -7.9% | +8.7% | +1.5% |
| 3M | +2.1% | +12.2% | -10.1% | +0.1% |
| 6M | +2.7% | +134.7% | -132.0% | -8.7% |
| YTD | -3.2% | +239.8% | -243.0% | -18.4% |
| 1Y | -10.6% | +192.7% | -203.3% | -23.4% |
| 3Y | +79.8% | +187.6% | -107.8% | +47.4% |
| 5Y | +43.3% | -22.6% | +65.9% | +27.0% |
| All | +101.5% | -81.0% | +182.5% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling