+4,146.8%
MA vs TEL
+723.0%
+3,423.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.7% | +3.0% | -5.7% | -4.3% |
| 30D | +1.5% | -3.9% | +5.5% | +3.2% |
| 3M | +20.4% | -5.1% | +25.5% | +22.3% |
| 6M | +11.1% | +0.6% | +10.5% | +7.9% |
| YTD | +2.0% | -7.3% | +9.2% | +2.1% |
| 1Y | -2.2% | +1.1% | -3.3% | -7.3% |
| 3Y | +41.9% | +63.7% | -21.8% | +0.1% |
| 5Y | +75.4% | +50.7% | +24.7% | +28.2% |
| 10Y | +527.5% | +290.2% | +237.4% | +167.9% |
| All | +4,146.8% | +723.0% | +3,423.8% | +1,138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling