+66.7%
TEL vs ALB
-29.2%
+95.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | +0.4% |
| 7D | +1.2% | -8.6% | +9.8% | +2.8% |
| 30D | -4.1% | -4.0% | -0.1% | -3.6% |
| 3M | -2.6% | -17.4% | +14.8% | +0.5% |
| 6M | 0.0% | -25.4% | +25.4% | +4.3% |
| YTD | -9.1% | -10.5% | +1.5% | -8.6% |
| 1Y | -0.8% | +75.8% | -76.7% | -12.6% |
| All | +66.7% | -29.2% | +95.9% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling