+189.2%
TEL vs ALC
+26.4%
+162.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | +5.6% | -6.2% | +11.7% | +8.8% |
| 30D | +0.9% | +14.0% | -13.1% | -5.7% |
| 3M | +2.1% | -2.4% | +4.5% | +2.6% |
| 6M | +2.7% | +12.6% | -9.9% | -4.6% |
| YTD | -3.2% | -8.4% | +5.2% | -0.9% |
| 1Y | -10.6% | -9.1% | -1.5% | -8.2% |
| 3Y | +79.8% | -0.3% | +80.1% | +69.8% |
| 5Y | +43.3% | -9.9% | +53.2% | +40.6% |
| All | +189.2% | +26.4% | +162.8% | +117.4% |
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