+306.2%
MMM vs TEL
+723.0%
-416.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.3% | +3.0% | -6.3% | -4.6% |
| 30D | -7.0% | -3.9% | -3.1% | -5.6% |
| 3M | +10.8% | -5.1% | +15.9% | +12.7% |
| 6M | +5.8% | +0.6% | +5.2% | +4.2% |
| YTD | +6.8% | -7.3% | +14.1% | +8.2% |
| 1Y | +10.4% | +1.1% | +9.2% | +7.1% |
| 3Y | +104.7% | +63.7% | +41.0% | +58.0% |
| 5Y | +23.6% | +50.7% | -27.1% | -2.5% |
| 10Y | +54.1% | +290.2% | -236.0% | -22.2% |
| All | +306.2% | +723.0% | -416.9% | +27.8% |
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