+41.6%
TEL vs ALLY
-9.5%
+51.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | -2.8% | +0.9% | -3.8% | -3.2% |
| 30D | -4.1% | +3.1% | -7.2% | -5.2% |
| 3M | -3.4% | -12.6% | +9.2% | +1.5% |
| 6M | -3.5% | -12.4% | +8.9% | +1.1% |
| YTD | -8.0% | -13.2% | +5.1% | -3.6% |
| 1Y | -13.7% | +1.8% | -15.5% | -14.8% |
| 3Y | +71.9% | +58.0% | +13.9% | +40.5% |
| All | +41.6% | -9.5% | +51.1% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling