+474.5%
TEL vs ALM
+7,705.7%
-7,231.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.4% |
| 7D | +3.0% | -2.6% | +5.6% | +3.0% |
| 30D | -3.9% | +32.0% | -35.9% | -4.0% |
| 3M | -5.1% | -15.0% | +9.9% | -5.1% |
| 6M | +0.6% | -10.1% | +10.7% | +0.6% |
| YTD | -7.3% | +99.4% | -106.7% | -7.4% |
| 1Y | +1.1% | +316.4% | -315.2% | +0.8% |
| 3Y | +63.7% | +2,022.0% | -1,958.3% | +62.7% |
| 5Y | +50.7% | +941.2% | -890.5% | +49.8% |
| 10Y | +290.2% | +2,950.3% | -2,660.2% | +287.6% |
| All | +474.5% | +7,705.7% | -7,231.3% | +469.2% |
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 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