+504.1%
TEL vs ALM
+3,525.2%
-3,021.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.8% |
| 7D | -0.4% | -7.2% | +6.8% | -0.3% |
| 30D | +1.0% | -26.4% | +27.3% | +1.1% |
| 3M | +0.7% | -38.6% | +39.3% | +0.8% |
| 6M | +7.3% | -61.0% | +68.3% | +7.5% |
| YTD | -2.5% | -7.4% | +4.9% | -2.5% |
| 1Y | -10.3% | +14.0% | -24.2% | -10.3% |
| 3Y | +81.1% | +844.4% | -763.3% | +80.4% |
| 5Y | +45.3% | +410.8% | -365.5% | +44.7% |
| 10Y | +290.3% | +2,084.7% | -1,794.4% | +288.4% |
| All | +504.1% | +3,525.2% | -3,021.1% | +499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling