+40.1%
MA vs TEL
+67.5%
-27.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.1% |
| 7D | -1.8% | -1.4% | -0.3% | -1.5% |
| 30D | +1.4% | -4.9% | +6.3% | +2.2% |
| 3M | +17.7% | +0.1% | +17.7% | +17.3% |
| 6M | +9.7% | +0.4% | +9.3% | +8.4% |
| YTD | +0.5% | -8.9% | +9.4% | +1.2% |
| 1Y | -2.1% | -0.3% | -1.8% | -4.7% |
| 3Y | +40.1% | +67.6% | -27.5% | +13.6% |
| All | +40.1% | +67.5% | -27.4% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling