+683.8%
TEL vs APA
-28.7%
+712.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.4% |
| 7D | +3.0% | +0.5% | +2.4% | +2.8% |
| 30D | -3.9% | +23.4% | -27.3% | -9.3% |
| 3M | -5.1% | +12.7% | -17.8% | -9.0% |
| 6M | +0.6% | +39.4% | -38.8% | -10.2% |
| YTD | -7.3% | +79.0% | -86.2% | -23.2% |
| 1Y | +1.1% | +88.8% | -87.7% | -18.2% |
| 3Y | +63.7% | +6.4% | +57.3% | +48.3% |
| 5Y | +50.7% | +153.0% | -102.3% | 0.0% |
| 10Y | +290.2% | +7.5% | +282.6% | +148.2% |
| All | +683.8% | -28.7% | +712.5% | +371.0% |
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 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