+66.7%
TEL vs ALM
+2,150.5%
-2,083.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | 0.0% |
| 7D | +1.2% | +3.6% | -2.4% | +1.0% |
| 30D | -4.1% | +33.8% | -37.9% | -5.4% |
| 3M | -2.6% | +14.8% | -17.4% | -3.5% |
| 6M | 0.0% | -7.0% | +7.0% | -0.5% |
| YTD | -9.1% | +108.1% | -117.1% | -11.1% |
| 1Y | -0.8% | +313.8% | -314.6% | -4.6% |
| All | +66.7% | +2,150.5% | -2,083.8% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling