+72.1%
MA vs TEL
+81.9%
-9.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.4% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | +11.3% | +0.2% | +11.1% | +11.2% |
| 3M | +16.7% | +1.5% | +15.2% | +16.1% |
| 6M | +32.8% | +6.9% | +25.9% | +30.5% |
| YTD | +15.6% | -2.8% | +18.4% | +15.0% |
| 1Y | +19.6% | -8.8% | +28.4% | +20.7% |
| 3Y | +72.1% | +84.3% | -12.2% | +38.2% |
| All | +72.1% | +81.9% | -9.8% | +38.2% |
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