+495.7%
TEL vs ALM
+3,551.9%
-3,056.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -0.7% |
| 7D | +4.5% | +1.2% | +3.3% | +4.5% |
| 30D | +2.9% | -19.3% | +22.2% | +3.0% |
| 3M | +1.1% | -40.6% | +41.8% | +1.3% |
| 6M | +5.0% | -57.9% | +62.9% | +5.2% |
| YTD | -3.9% | -6.7% | +2.8% | -3.9% |
| 1Y | -7.4% | +20.2% | -27.6% | -7.5% |
| 3Y | +81.0% | +879.4% | -798.5% | +80.2% |
| 5Y | +42.3% | +415.3% | -373.0% | +41.8% |
| 10Y | +284.8% | +2,100.8% | -1,816.0% | +283.0% |
| All | +495.7% | +3,551.9% | -3,056.2% | +491.2% |
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