+89.4%
TEL vs ABCL
-81.9%
+171.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.2% |
| 7D | +1.2% | -2.7% | +4.0% | +1.5% |
| 30D | -4.1% | +18.3% | -22.4% | -6.1% |
| 3M | -2.6% | +108.5% | -111.1% | -11.4% |
| 6M | 0.0% | +213.9% | -213.9% | -13.9% |
| YTD | -9.1% | +223.1% | -232.2% | -22.5% |
| 1Y | -0.8% | +160.6% | -161.4% | -14.1% |
| 3Y | +67.4% | +104.3% | -36.9% | +42.2% |
| 5Y | +51.8% | -40.0% | +91.8% | +36.5% |
| All | +89.4% | -81.9% | +171.3% | +78.2% |
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