+712.7%
TEL vs APA
-18.8%
+731.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | +4.5% | +8.5% | -4.0% | +2.3% |
| 30D | +2.9% | +2.8% | +0.1% | +1.8% |
| 3M | +1.1% | +21.7% | -20.6% | -4.6% |
| 6M | +5.0% | +32.6% | -27.6% | -4.3% |
| YTD | -3.9% | +103.7% | -107.6% | -23.5% |
| 1Y | -7.4% | +101.8% | -109.2% | -26.3% |
| 3Y | +81.0% | +48.1% | +32.9% | +49.7% |
| 5Y | +42.3% | +91.9% | -49.6% | +2.6% |
| 10Y | +284.8% | +8.4% | +276.5% | +149.5% |
| All | +712.7% | -18.8% | +731.6% | +369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling