+285.8%
TEL vs AG
+76.0%
+209.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.4% |
| 7D | +4.5% | -10.0% | +14.5% | +5.6% |
| 30D | +2.9% | -10.5% | +13.4% | +4.0% |
| 3M | +1.1% | -27.3% | +28.4% | +4.0% |
| 6M | +5.0% | -43.0% | +48.0% | +10.0% |
| YTD | -3.9% | -17.9% | +14.0% | -3.5% |
| 1Y | -7.4% | +11.9% | -19.4% | -9.8% |
| 3Y | +81.0% | +201.8% | -120.8% | +55.8% |
| 5Y | +42.3% | -0.1% | +42.4% | +31.5% |
| All | +285.8% | +76.0% | +209.7% | +232.0% |
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