+81.0%
TEL vs ALLE
+94.0%
-13.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +4.5% | +3.6% | +1.0% | +3.1% |
| 30D | +2.9% | +25.9% | -23.0% | -6.4% |
| 3M | +1.1% | +15.8% | -14.6% | -4.7% |
| 6M | +5.0% | +48.1% | -43.1% | -11.7% |
| YTD | -3.9% | +22.0% | -25.8% | -12.8% |
| 1Y | -7.4% | +18.0% | -25.5% | -14.6% |
| 3Y | +81.0% | +93.1% | -12.1% | +29.2% |
| All | +81.0% | +94.0% | -13.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling