+295.2%
TEL vs ADM
+178.5%
+116.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -2.3% | +3.0% | -5.3% | -3.5% |
| 30D | -6.1% | +8.7% | -14.8% | -9.3% |
| 3M | +1.7% | +7.6% | -5.9% | -1.8% |
| 6M | +1.6% | +26.9% | -25.3% | -9.1% |
| YTD | -9.1% | +54.3% | -63.4% | -25.4% |
| 1Y | -1.7% | +45.7% | -47.3% | -17.9% |
| 3Y | +67.3% | +21.9% | +45.4% | +46.7% |
| 5Y | +52.1% | +67.2% | -15.0% | +5.7% |
| All | +295.2% | +178.5% | +116.7% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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