-8.6%
TEL vs ALM
+44.8%
-53.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | +0.1% |
| 7D | -0.5% | -6.4% | +5.9% | +0.2% |
| 30D | +0.6% | -35.0% | +35.6% | +4.7% |
| 3M | +2.0% | -33.8% | +35.8% | +5.1% |
| 6M | +8.1% | -55.0% | +63.1% | +15.0% |
| YTD | -2.2% | -0.2% | -1.9% | +0.7% |
| 1Y | -8.6% | +41.8% | -50.4% | -11.1% |
| All | -8.6% | +44.8% | -53.4% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling