+415.7%
TEL vs AMC
-97.5%
+513.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.5% |
| 7D | -0.9% | +5.5% | -6.4% | -1.1% |
| 30D | -0.2% | +16.1% | -16.4% | -0.7% |
| 3M | +2.0% | +43.0% | -41.0% | +0.8% |
| 6M | +6.4% | +130.7% | -124.2% | +3.0% |
| YTD | -3.2% | +121.8% | -125.0% | -6.4% |
| 1Y | -11.2% | +40.7% | -51.8% | -12.9% |
| 3Y | +79.8% | -56.8% | +136.6% | +78.9% |
| 5Y | +46.6% | -99.1% | +145.6% | +55.7% |
| 10Y | +288.1% | -98.7% | +386.8% | +303.1% |
| All | +415.7% | -97.5% | +513.2% | +337.0% |
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