-8.6%
TEL vs ALC
+4.2%
-12.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -0.7% |
| 7D | -0.5% | +10.7% | -11.2% | -1.9% |
| 30D | +0.6% | +20.2% | -19.6% | -2.3% |
| 3M | +2.0% | +8.9% | -6.9% | +0.9% |
| 6M | +8.1% | +5.7% | +2.4% | +6.6% |
| YTD | -2.2% | -1.4% | -0.7% | +1.4% |
| 1Y | -8.6% | +4.7% | -13.3% | -7.8% |
| All | -8.6% | +4.2% | -12.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling