+683.8%
TEL vs ADM
+301.4%
+382.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | +3.0% | +3.8% | -0.8% | +1.2% |
| 30D | -3.9% | +9.8% | -13.7% | -8.1% |
| 3M | -5.1% | +2.1% | -7.2% | -6.6% |
| 6M | +0.6% | +27.5% | -26.9% | -11.2% |
| YTD | -7.3% | +50.2% | -57.5% | -24.3% |
| 1Y | +1.1% | +40.6% | -39.5% | -15.5% |
| 3Y | +63.7% | +17.2% | +46.5% | +42.6% |
| 5Y | +50.7% | +61.9% | -11.2% | +8.1% |
| 10Y | +290.2% | +159.3% | +130.9% | +115.7% |
| All | +683.8% | +301.4% | +382.5% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling