+288.4%
TEL vs ALM
+1,942.8%
-1,654.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.5% |
| 7D | +5.6% | -4.0% | +9.6% | +5.7% |
| 30D | +0.9% | -30.5% | +31.4% | +2.1% |
| 3M | +2.1% | -46.9% | +49.0% | +4.1% |
| 6M | +2.7% | -65.5% | +68.2% | +5.8% |
| YTD | -3.2% | -13.4% | +10.2% | -2.9% |
| 1Y | -10.6% | +9.8% | -20.4% | -10.9% |
| 3Y | +79.8% | +783.1% | -703.3% | +68.2% |
| 5Y | +43.3% | +378.3% | -335.0% | +34.8% |
| All | +288.4% | +1,942.8% | -1,654.4% | +273.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling