+309.3%
TEL vs ALM
+2,589.2%
-2,279.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.5% | +10.1% | +3.8% |
| 7D | +1.6% | -11.8% | +13.4% | +1.9% |
| 30D | -0.7% | +7.8% | -8.5% | -1.0% |
| 3M | +2.4% | -9.3% | +11.7% | +2.4% |
| 6M | +4.1% | -30.5% | +34.6% | +4.6% |
| YTD | -5.8% | +75.8% | -81.6% | -7.6% |
| 1Y | +0.9% | +241.2% | -240.3% | -2.8% |
| 3Y | +72.6% | +1,872.6% | -1,800.0% | +57.6% |
| 5Y | +57.5% | +849.6% | -792.0% | +45.4% |
| All | +309.3% | +2,589.2% | -2,279.9% | +284.4% |
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