+299.4%
TEL vs ALLY
+178.1%
+121.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +1.2% | -1.9% | +3.2% | +2.1% |
| 30D | -4.1% | -4.5% | +0.4% | -2.3% |
| 3M | -2.6% | -2.8% | +0.3% | -1.6% |
| 6M | 0.0% | +10.3% | -10.3% | -4.4% |
| YTD | -9.1% | -5.7% | -3.4% | -7.4% |
| 1Y | -0.8% | +3.9% | -4.8% | -3.4% |
| 3Y | +67.4% | +64.7% | +2.7% | +28.7% |
| 5Y | +51.8% | -2.6% | +54.3% | +40.7% |
| 10Y | +299.4% | +186.0% | +113.5% | +117.2% |
| All | +299.4% | +178.1% | +121.4% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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