+683.8%
TEL vs AG
+421.6%
+262.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | +3.0% | +1.0% | +1.9% | +2.8% |
| 30D | -3.9% | +19.2% | -23.1% | -5.9% |
| 3M | -5.1% | +6.2% | -11.3% | -6.2% |
| 6M | +0.6% | -26.7% | +27.3% | +2.8% |
| YTD | -7.3% | +26.1% | -33.4% | -11.1% |
| 1Y | +1.1% | +131.7% | -130.5% | -9.7% |
| 3Y | +63.7% | +255.3% | -191.7% | +34.8% |
| 5Y | +50.7% | +61.9% | -11.3% | +31.1% |
| 10Y | +290.2% | +72.0% | +218.1% | +208.8% |
| All | +683.8% | +421.6% | +262.3% | +241.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling