+838.7%
MAR vs TEL
+708.6%
+130.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.2% |
| 7D | -1.7% | -1.4% | -0.3% | -0.9% |
| 30D | -6.9% | -4.9% | -2.0% | -4.3% |
| 3M | -15.8% | +0.1% | -15.9% | -16.8% |
| 6M | +1.9% | +0.4% | +1.6% | -0.5% |
| YTD | +6.6% | -8.9% | +15.5% | +9.3% |
| 1Y | +23.7% | -0.3% | +24.0% | +18.4% |
| 3Y | +64.6% | +67.6% | -3.0% | +9.8% |
| 5Y | +156.4% | +50.7% | +105.7% | +80.8% |
| 10Y | +415.4% | +288.6% | +126.7% | +97.8% |
| All | +838.7% | +708.6% | +130.1% | +104.4% |
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