+677.7%
TEL vs AG
+277.1%
+400.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | -2.8% | +6.3% | -9.1% | -3.5% |
| 30D | -4.1% | -8.9% | +4.9% | -3.2% |
| 3M | -3.4% | -12.2% | +8.8% | -2.4% |
| 6M | -3.5% | -28.3% | +24.8% | -0.9% |
| YTD | -8.0% | -8.8% | +0.8% | -8.8% |
| 1Y | -13.7% | +39.4% | -53.1% | -18.3% |
| 3Y | +71.9% | +229.4% | -157.5% | +43.1% |
| 5Y | +40.9% | +14.5% | +26.3% | +27.2% |
| 10Y | +293.3% | +82.7% | +210.6% | +209.1% |
| All | +677.7% | +277.1% | +400.6% | +249.8% |
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