+70.2%
TEL vs ABCL
+109.3%
-39.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +3.0% | +0.7% | +2.3% | +2.9% |
| 30D | -3.9% | +93.1% | -97.0% | -11.6% |
| 3M | -5.1% | +79.4% | -84.5% | -12.6% |
| 6M | +0.6% | +214.9% | -214.3% | -14.7% |
| YTD | -7.3% | +234.2% | -241.5% | -22.7% |
| 1Y | +1.1% | +174.8% | -173.6% | -14.2% |
| All | +70.2% | +109.3% | -39.2% | +34.9% |
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