+290.3%
TEL vs APD
+187.5%
+102.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.3% |
| 7D | -0.4% | -1.2% | +0.8% | +0.3% |
| 30D | +1.0% | +11.0% | -10.0% | -4.1% |
| 3M | +0.7% | +2.6% | -1.8% | -0.8% |
| 6M | +7.3% | +4.8% | +2.4% | +4.0% |
| YTD | -2.5% | +31.0% | -33.5% | -16.5% |
| 1Y | -10.3% | +23.4% | -33.7% | -21.1% |
| 3Y | +81.1% | +28.4% | +52.8% | +49.8% |
| 5Y | +45.3% | +15.2% | +30.1% | +24.7% |
| 10Y | +290.3% | +190.7% | +99.6% | +78.2% |
| All | +290.3% | +187.5% | +102.8% | +78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling