+71.9%
TEL vs ABCL
+156.0%
-84.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.7% | -6.4% | -0.4% |
| 7D | -2.8% | -3.2% | +0.4% | -2.6% |
| 30D | -4.1% | -7.4% | +3.3% | -3.5% |
| 3M | -3.4% | +81.9% | -85.3% | -10.8% |
| 6M | -3.5% | +135.7% | -139.2% | -15.1% |
| YTD | -8.0% | +247.4% | -255.4% | -24.1% |
| 1Y | -13.7% | +162.3% | -176.0% | -26.4% |
| 3Y | +71.9% | +165.5% | -93.6% | +36.2% |
| All | +71.9% | +156.0% | -84.1% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling