+95.1%
META vs TEL
+71.9%
+23.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.8% | -2.8% | +2.0% | +0.4% |
| 30D | -15.4% | -4.1% | -11.3% | -14.1% |
| 3M | +3.5% | -3.4% | +6.9% | +4.6% |
| 6M | -0.3% | -3.5% | +3.2% | +0.6% |
| YTD | -7.3% | -8.0% | +0.7% | -6.0% |
| 1Y | -1.1% | -13.7% | +12.6% | +3.0% |
| 3Y | +95.1% | +71.9% | +23.1% | +37.1% |
| All | +95.1% | +71.9% | +23.1% | +37.1% |
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