+181.4%
TEL vs ALC
+16.1%
+165.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.0% |
| 7D | +1.6% | -6.3% | +7.9% | +4.9% |
| 30D | -0.7% | -10.3% | +9.6% | +4.6% |
| 3M | +2.4% | -0.7% | +3.2% | +2.0% |
| 6M | +4.1% | -17.8% | +22.0% | +13.5% |
| YTD | -5.8% | -15.8% | +10.0% | +1.1% |
| 1Y | +0.9% | -16.7% | +17.6% | +8.5% |
| 3Y | +72.6% | -19.7% | +92.3% | +84.3% |
| 5Y | +57.5% | -19.8% | +77.3% | +64.7% |
| All | +181.4% | +16.1% | +165.2% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling