+718.1%
TEL vs APD
+574.2%
+143.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.7% |
| 30D | -0.2% | +11.0% | -11.3% | -6.5% |
| 3M | +2.0% | +1.3% | +0.7% | +0.8% |
| 6M | +6.4% | +6.4% | +0.1% | +1.3% |
| YTD | -3.2% | +28.9% | -32.2% | -19.4% |
| 1Y | -11.2% | +23.2% | -34.4% | -24.3% |
| 3Y | +79.8% | +26.3% | +53.4% | +43.2% |
| 5Y | +46.6% | +12.0% | +34.5% | +23.2% |
| 10Y | +288.1% | +183.2% | +104.9% | +60.0% |
| All | +718.1% | +574.2% | +143.9% | +51.9% |
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