+102.4%
TEL vs ABCL
-79.5%
+181.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.2% | +0.5% | +5.1% |
| 7D | +0.6% | +12.4% | -11.8% | -0.6% |
| 30D | +0.2% | -0.4% | +0.6% | +0.1% |
| 3M | +1.5% | +80.4% | -78.9% | -5.8% |
| 6M | +6.9% | +138.5% | -131.6% | -5.0% |
| YTD | -2.8% | +265.5% | -268.3% | -18.6% |
| 1Y | -8.8% | +219.7% | -228.5% | -22.5% |
| 3Y | +84.3% | +209.4% | -125.1% | +49.9% |
| 5Y | +46.8% | -15.0% | +61.8% | +29.1% |
| All | +102.4% | -79.5% | +181.9% | +87.2% |
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