+45.3%
TEL vs ALC
-10.6%
+55.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.6% |
| 7D | -0.4% | -6.3% | +5.9% | +2.3% |
| 30D | +1.0% | +12.6% | -11.6% | -4.2% |
| 3M | +0.7% | -3.8% | +4.6% | +1.9% |
| 6M | +7.3% | +16.8% | -9.6% | -1.0% |
| YTD | -2.5% | -7.6% | +5.1% | -0.5% |
| 1Y | -10.3% | -5.9% | -4.4% | -9.3% |
| 3Y | +81.1% | +0.6% | +80.5% | +71.4% |
| 5Y | +45.3% | -9.5% | +54.7% | +44.0% |
| All | +45.3% | -10.6% | +55.8% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling