+380.7%
TEL vs ALLY
+95.5%
+285.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.5% |
| 7D | -0.9% | -0.7% | -0.3% | -0.6% |
| 30D | -0.2% | +1.1% | -1.4% | -0.8% |
| 3M | +2.0% | -13.2% | +15.2% | +8.0% |
| 6M | +6.4% | -13.5% | +19.9% | +12.6% |
| YTD | -3.2% | -14.3% | +11.0% | +2.4% |
| 1Y | -11.2% | -1.1% | -10.0% | -11.4% |
| 3Y | +79.8% | +62.0% | +17.8% | +40.6% |
| 5Y | +46.6% | -9.6% | +56.2% | +40.3% |
| 10Y | +288.1% | +176.0% | +112.2% | +112.5% |
| All | +380.7% | +95.5% | +285.2% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling