+290.3%
TEL vs AR
+58.9%
+231.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.6% |
| 7D | -0.4% | +2.1% | -2.5% | -0.6% |
| 30D | +1.0% | +4.5% | -3.5% | +0.3% |
| 3M | +0.7% | +1.0% | -0.3% | +0.4% |
| 6M | +7.3% | +4.4% | +2.8% | +6.1% |
| YTD | -2.5% | +10.9% | -13.4% | -5.0% |
| 1Y | -10.3% | +8.6% | -18.8% | -12.4% |
| 3Y | +81.1% | +48.5% | +32.6% | +66.9% |
| 5Y | +45.3% | +95.7% | -50.5% | +25.6% |
| 10Y | +290.3% | +55.5% | +234.8% | +188.1% |
| All | +290.3% | +58.9% | +231.3% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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