-10.3%
TEL vs APD
+24.7%
-34.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.7% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | +1.0% | +11.0% | -10.0% | +0.5% |
| 3M | +0.7% | +2.6% | -1.8% | +0.6% |
| 6M | +7.3% | +4.8% | +2.4% | +6.1% |
| YTD | -2.5% | +31.0% | -33.5% | -5.8% |
| 1Y | -10.3% | +23.4% | -33.7% | -12.4% |
| All | -10.3% | +24.7% | -34.9% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling