+499.0%
MA vs TEL
+301.8%
+197.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.5% | -2.3% | -1.2% | -2.3% |
| 30D | +0.7% | -6.1% | +6.8% | +3.6% |
| 3M | +15.8% | +1.7% | +14.1% | +13.5% |
| 6M | +10.2% | +1.6% | +8.6% | +6.2% |
| YTD | -0.5% | -9.1% | +8.6% | +0.6% |
| 1Y | -1.8% | -1.7% | -0.1% | -6.2% |
| 3Y | +38.7% | +67.3% | -28.6% | -8.3% |
| 5Y | +67.6% | +52.1% | +15.5% | +15.9% |
| All | +499.0% | +301.8% | +197.2% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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