+158.4%
MMM vs TEL
+79.6%
+78.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -0.4% | +4.5% | -4.9% | -2.0% |
| 30D | +12.1% | +2.9% | +9.2% | +10.8% |
| 3M | +1.4% | +1.1% | +0.3% | +0.5% |
| 6M | +26.6% | +5.0% | +21.6% | +23.1% |
| YTD | +16.8% | -3.9% | +20.7% | +16.3% |
| 1Y | +10.1% | -7.4% | +17.5% | +11.0% |
| 3Y | +158.4% | +81.0% | +77.4% | +93.3% |
| All | +158.4% | +79.6% | +78.8% | +93.3% |
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