+295.2%
TEL vs APD
+168.7%
+126.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.3% | -3.5% | +1.2% | -0.6% |
| 30D | -6.1% | -5.1% | -1.0% | -3.7% |
| 3M | +1.7% | +6.9% | -5.2% | -2.3% |
| 6M | +1.6% | +8.1% | -6.5% | -3.3% |
| YTD | -9.1% | +21.2% | -30.3% | -19.0% |
| 1Y | -1.7% | +4.9% | -6.5% | -6.3% |
| 3Y | +67.3% | +6.3% | +61.0% | +52.8% |
| 5Y | +52.1% | +24.3% | +27.8% | +23.3% |
| All | +295.2% | +168.7% | +126.5% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling