+43.2%
TEL vs ADVB
-97.5%
+140.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | +0.3% |
| 7D | -2.8% | -13.9% | +11.1% | -2.9% |
| 30D | -4.1% | -68.1% | +64.0% | -5.1% |
| 3M | -3.4% | -73.4% | +70.0% | -4.4% |
| 6M | -3.5% | -70.8% | +67.3% | -4.7% |
| YTD | -8.0% | -66.1% | +58.1% | -9.0% |
| 1Y | -13.7% | -77.5% | +63.8% | -14.1% |
| All | +43.2% | -97.5% | +140.7% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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