+93.1%
TEL vs ABCL
-81.3%
+174.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.3% |
| 3M | -5.1% | +79.4% | -84.5% | -12.3% |
| 6M | +0.6% | +214.9% | -214.3% | -13.4% |
| YTD | -7.3% | +234.2% | -241.5% | -21.3% |
| 1Y | +1.1% | +174.8% | -173.6% | -12.9% |
| 3Y | +63.7% | +104.5% | -40.8% | +39.0% |
| 5Y | +50.7% | -39.0% | +89.7% | +35.2% |
| All | +93.1% | -81.3% | +174.3% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling