+67.6%
TEL vs AG
+272.3%
-204.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | -1.4% | +4.5% | -5.9% | -1.9% |
| 30D | -4.9% | +12.9% | -17.7% | -6.3% |
| 3M | +0.1% | +20.9% | -20.9% | -2.4% |
| 6M | +0.4% | -19.5% | +19.9% | +1.1% |
| YTD | -8.9% | +24.8% | -33.7% | -12.0% |
| 1Y | -0.3% | +120.2% | -120.6% | -8.4% |
| 3Y | +67.6% | +279.0% | -211.4% | +44.1% |
| All | +67.6% | +272.3% | -204.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling