+86.4%
META vs TEL
+42.2%
+44.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.3% |
| 7D | +5.2% | +4.5% | +0.7% | +2.3% |
| 30D | -13.0% | +2.9% | -15.9% | -14.8% |
| 3M | +7.9% | +1.1% | +6.8% | +6.3% |
| 6M | +4.2% | +5.0% | -0.7% | -0.3% |
| YTD | -2.5% | -3.9% | +1.3% | -3.8% |
| 1Y | +5.6% | -7.4% | +13.0% | +6.4% |
| 3Y | +96.8% | +81.0% | +15.8% | +7.1% |
| All | +86.4% | +42.2% | +44.2% | +25.7% |
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 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