+906.9%
MO vs TEL
+707.4%
+199.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -2.4% | +1.2% | -3.6% | -2.6% |
| 30D | +3.6% | -4.1% | +7.7% | +4.3% |
| 3M | -3.7% | -2.6% | -1.1% | -3.6% |
| 6M | +4.5% | 0.0% | +4.5% | +3.4% |
| YTD | +21.5% | -9.1% | +30.6% | +22.2% |
| 1Y | +9.5% | -0.8% | +10.4% | +7.7% |
| 3Y | +93.6% | +67.4% | +26.2% | +66.1% |
| 5Y | +97.5% | +51.8% | +45.7% | +70.7% |
| 10Y | +111.2% | +299.4% | -188.3% | +42.4% |
| All | +906.9% | +707.4% | +199.6% | +471.8% |
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