+177.0%
TEL vs ALC
+24.0%
+153.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.7% |
| 7D | +3.0% | -2.1% | +5.1% | +4.0% |
| 30D | -3.9% | -0.1% | -3.8% | -4.1% |
| 3M | -5.1% | +5.9% | -11.0% | -8.4% |
| 6M | +0.6% | -15.9% | +16.5% | +8.6% |
| YTD | -7.3% | -10.1% | +2.8% | -3.6% |
| 1Y | +1.1% | -10.2% | +11.4% | +4.8% |
| 3Y | +63.7% | -13.6% | +77.2% | +68.4% |
| 5Y | +50.7% | -15.1% | +65.8% | +53.4% |
| All | +177.0% | +24.0% | +153.0% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling