+712.7%
TEL vs ALB
+210.9%
+501.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +4.5% | -5.8% | +10.3% | +6.8% |
| 30D | +2.9% | -4.5% | +7.4% | +4.4% |
| 3M | +1.1% | -28.1% | +29.2% | +13.2% |
| 6M | +5.0% | -53.2% | +58.2% | +36.7% |
| YTD | -3.9% | -33.3% | +29.4% | +6.4% |
| 1Y | -7.4% | -17.4% | +10.0% | -6.0% |
| 3Y | +81.0% | -14.1% | +95.1% | +55.8% |
| 5Y | +42.3% | -64.0% | +106.3% | +64.4% |
| 10Y | +284.8% | +32.8% | +252.0% | +98.7% |
| All | +712.7% | +210.9% | +501.8% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling