+58.3%
TEL vs AS
+123.4%
-65.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +4.5% | -4.9% | +9.4% | +5.6% |
| 30D | +2.9% | +3.9% | -1.0% | +2.0% |
| 3M | +1.1% | -9.6% | +10.7% | +3.0% |
| 6M | +5.0% | -8.7% | +13.7% | +6.5% |
| YTD | -3.9% | -19.8% | +16.0% | -0.4% |
| 1Y | -7.4% | -1.5% | -5.9% | -7.6% |
| All | +58.3% | +123.4% | -65.1% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling