+295.2%
TEL vs ALB
+84.6%
+210.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | -2.3% | -7.6% | +5.3% | -0.2% |
| 30D | -6.1% | -5.6% | -0.5% | -4.9% |
| 3M | +1.7% | -16.8% | +18.5% | +6.1% |
| 6M | +1.6% | -26.3% | +27.9% | +8.4% |
| YTD | -9.1% | -13.2% | +4.2% | -8.2% |
| 1Y | -1.7% | +68.8% | -70.5% | -19.1% |
| 3Y | +67.3% | -30.7% | +98.0% | +65.4% |
| 5Y | +52.1% | -46.3% | +98.4% | +54.4% |
| All | +295.2% | +84.6% | +210.6% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling