+95.0%
MO vs TEL
+71.6%
+23.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.5% |
| 7D | +0.1% | +1.6% | -1.4% | +0.2% |
| 30D | +7.1% | -0.7% | +7.8% | +7.1% |
| 3M | -2.0% | +2.4% | -4.4% | -1.7% |
| 6M | +7.3% | +4.1% | +3.2% | +7.7% |
| YTD | +23.5% | -5.8% | +29.3% | +23.6% |
| 1Y | +11.0% | +0.9% | +10.1% | +11.4% |
| 3Y | +95.0% | +72.6% | +22.4% | +94.7% |
| All | +95.0% | +71.6% | +23.4% | +94.7% |
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 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