+295.2%
TEL vs AG
+73.4%
+221.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +0.4% |
| 7D | -2.3% | -5.8% | +3.5% | -1.7% |
| 30D | -6.1% | +6.4% | -12.4% | -6.8% |
| 3M | +1.7% | +28.4% | -26.7% | -1.1% |
| 6M | +1.6% | -24.5% | +26.1% | +3.3% |
| YTD | -9.1% | +21.2% | -30.3% | -12.0% |
| 1Y | -1.7% | +114.1% | -115.8% | -10.0% |
| 3Y | +67.3% | +268.0% | -200.7% | +41.4% |
| 5Y | +52.1% | +67.3% | -15.2% | +34.4% |
| All | +295.2% | +73.4% | +221.8% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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