+299.4%
TEL vs AR
+43.0%
+256.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | -4.1% | +5.5% | -9.6% | -4.8% |
| 3M | -2.6% | +12.9% | -15.4% | -4.4% |
| 6M | 0.0% | +0.1% | -0.1% | -0.7% |
| YTD | -9.1% | +13.5% | -22.6% | -11.5% |
| 1Y | -0.8% | +21.6% | -22.4% | -4.6% |
| 3Y | +67.4% | +46.0% | +21.4% | +54.6% |
| 5Y | +51.8% | +143.7% | -92.0% | +27.6% |
| 10Y | +299.4% | +44.3% | +255.1% | +197.5% |
| All | +299.4% | +43.0% | +256.4% | +197.5% |
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