+66.7%
TEL vs ADM
+20.9%
+45.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | +1.2% | +1.4% | -0.1% | +1.0% |
| 30D | -4.1% | +8.2% | -12.3% | -5.2% |
| 3M | -2.6% | +8.7% | -11.3% | -3.9% |
| 6M | 0.0% | +29.1% | -29.1% | -4.3% |
| YTD | -9.1% | +53.7% | -62.7% | -15.7% |
| 1Y | -0.8% | +43.2% | -44.1% | -7.1% |
| All | +66.7% | +20.9% | +45.7% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling