+556.2%
MS vs TEL
+293.2%
+263.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.1% |
| 7D | -1.7% | -0.4% | -1.4% | -1.5% |
| 30D | +0.9% | +1.0% | -0.1% | +0.1% |
| 3M | -10.8% | +0.7% | -11.6% | -11.9% |
| 6M | +0.9% | +7.3% | -6.4% | -5.5% |
| YTD | +9.8% | -2.5% | +12.3% | +7.5% |
| 1Y | +17.1% | -10.3% | +27.3% | +21.0% |
| 3Y | +175.7% | +81.1% | +94.6% | +66.0% |
| 5Y | +125.9% | +45.3% | +80.6% | +56.7% |
| 10Y | +556.2% | +290.3% | +265.9% | +113.9% |
| All | +556.2% | +293.2% | +263.0% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling