+59.3%
TEL vs AS
+137.8%
-78.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.1% |
| 7D | -0.9% | +4.5% | -5.4% | -1.8% |
| 30D | -0.2% | +13.2% | -13.5% | -2.9% |
| 3M | +2.0% | -11.9% | +13.9% | +4.4% |
| 6M | +6.4% | -11.6% | +18.0% | +8.6% |
| YTD | -3.2% | -14.7% | +11.5% | -1.1% |
| 1Y | -11.2% | +5.7% | -16.9% | -12.6% |
| All | +59.3% | +137.8% | -78.4% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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