+309.3%
TEL vs AME
+445.1%
-135.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +1.1% |
| 7D | +1.6% | +1.7% | -0.2% | +0.3% |
| 30D | -0.7% | -6.4% | +5.8% | +4.4% |
| 3M | +2.4% | +7.1% | -4.7% | -2.9% |
| 6M | +4.1% | +8.2% | -4.0% | -1.6% |
| YTD | -5.8% | +18.2% | -24.0% | -17.0% |
| 1Y | +0.9% | +26.7% | -25.9% | -15.8% |
| 3Y | +72.6% | +60.7% | +11.9% | +17.9% |
| 5Y | +57.5% | +91.6% | -34.0% | -5.8% |
| All | +309.3% | +445.1% | -135.7% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling