+668.7%
TEL vs AGI
+661.9%
+6.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -2.3% | -5.4% | +3.1% | -1.9% |
| 30D | -6.1% | +6.6% | -12.7% | -6.5% |
| 3M | +1.7% | +8.2% | -6.5% | +1.0% |
| 6M | +1.6% | -29.3% | +30.9% | +3.6% |
| YTD | -9.1% | -7.4% | -1.7% | -9.1% |
| 1Y | -1.7% | +7.9% | -9.6% | -2.8% |
| 3Y | +67.3% | +206.2% | -138.9% | +53.7% |
| 5Y | +52.1% | +397.6% | -345.5% | +34.7% |
| 10Y | +299.3% | +383.4% | -84.1% | +241.9% |
| All | +668.7% | +661.9% | +6.8% | +456.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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