+718.3%
TEL vs APD
+587.2%
+131.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +5.6% | +2.2% | +3.4% | +4.2% |
| 30D | +0.9% | +9.4% | -8.5% | -4.6% |
| 3M | +2.1% | +4.7% | -2.6% | -1.1% |
| 6M | +2.7% | +5.5% | -2.8% | -1.6% |
| YTD | -3.2% | +31.4% | -34.6% | -20.3% |
| 1Y | -10.6% | +24.1% | -34.7% | -24.1% |
| 3Y | +79.8% | +28.8% | +51.0% | +41.6% |
| 5Y | +43.3% | +15.8% | +27.5% | +17.9% |
| 10Y | +287.5% | +191.6% | +95.8% | +56.8% |
| All | +718.3% | +587.2% | +131.1% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling