+390.3%
TEL vs AMC
-97.7%
+488.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -2.8% | +2.6% | -5.4% | -2.9% |
| 30D | -4.1% | +9.0% | -13.1% | -4.3% |
| 3M | -3.4% | +22.2% | -25.6% | -4.1% |
| 6M | -3.5% | +91.5% | -95.0% | -6.1% |
| YTD | -8.0% | +101.3% | -109.3% | -10.8% |
| 1Y | -13.7% | +20.8% | -34.5% | -15.1% |
| 3Y | +71.9% | -71.3% | +143.2% | +73.1% |
| 5Y | +40.9% | -99.2% | +140.1% | +50.4% |
| 10Y | +293.3% | -98.7% | +392.0% | +303.0% |
| All | +390.3% | -97.7% | +488.0% | +316.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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