+295.2%
TEL vs APA
-2.8%
+298.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.3% | +0.8% | -3.1% | -2.4% |
| 30D | -6.1% | +9.6% | -15.7% | -7.7% |
| 3M | +1.7% | +18.0% | -16.3% | -2.0% |
| 6M | +1.6% | +41.9% | -40.3% | -6.6% |
| YTD | -9.1% | +86.3% | -95.4% | -21.2% |
| 1Y | -1.7% | +97.9% | -99.5% | -16.3% |
| 3Y | +67.3% | +12.8% | +54.5% | +54.0% |
| 5Y | +52.1% | +177.2% | -125.1% | +12.8% |
| All | +295.2% | -2.8% | +298.0% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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