+394.1%
TEL vs AMC
-98.1%
+492.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.5% |
| 7D | +3.0% | +2.3% | +0.6% | +2.9% |
| 30D | -3.9% | -0.7% | -3.2% | -3.9% |
| 3M | -5.1% | +35.2% | -40.3% | -6.4% |
| 6M | +0.6% | +124.6% | -124.0% | -2.6% |
| YTD | -7.3% | +69.9% | -77.2% | -9.5% |
| 1Y | +1.1% | -2.6% | +3.7% | +0.2% |
| 3Y | +63.7% | -79.8% | +143.5% | +65.9% |
| 5Y | +50.7% | -99.4% | +150.1% | +61.9% |
| 10Y | +290.2% | -98.9% | +389.0% | +299.3% |
| All | +394.1% | -98.1% | +492.2% | +322.5% |
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