+51.6%
TEL vs ABCL
-41.3%
+92.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.2% |
| 3M | -5.1% | +79.4% | -84.5% | -13.2% |
| 6M | +0.6% | +214.9% | -214.3% | -15.3% |
| YTD | -7.3% | +234.2% | -241.5% | -23.3% |
| 1Y | +1.1% | +174.8% | -173.6% | -14.9% |
| 3Y | +63.7% | +104.5% | -40.8% | +35.9% |
| All | +51.6% | -41.3% | +92.9% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling