+66.3%
MA vs TEL
+50.8%
+15.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.5% | +1.2% | -4.7% | -4.0% |
| 30D | +0.8% | -4.1% | +4.9% | +2.1% |
| 3M | +14.8% | -2.6% | +17.4% | +15.1% |
| 6M | +10.0% | 0.0% | +10.0% | +7.6% |
| YTD | -0.1% | -9.1% | +9.0% | +1.0% |
| 1Y | -2.2% | -0.8% | -1.4% | -6.3% |
| 3Y | +39.3% | +67.4% | -28.1% | -4.4% |
| 5Y | +66.3% | +51.8% | +14.6% | +19.3% |
| All | +66.3% | +50.8% | +15.5% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling