+433.8%
MAR vs TEL
+316.2%
+117.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | -0.6% |
| 7D | -0.5% | +1.6% | -2.1% | -1.6% |
| 30D | -5.4% | -0.7% | -4.8% | -5.4% |
| 3M | -15.5% | +2.4% | -17.9% | -17.8% |
| 6M | +3.0% | +4.1% | -1.2% | -2.3% |
| YTD | +8.5% | -5.8% | +14.3% | +8.8% |
| 1Y | +26.0% | +0.9% | +25.1% | +18.7% |
| 3Y | +68.6% | +72.6% | -4.0% | +3.2% |
| 5Y | +157.4% | +57.5% | +99.8% | +65.3% |
| All | +433.8% | +316.2% | +117.7% | +81.2% |
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 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