+794.2%
MS vs TEL
+287.3%
+506.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.5% |
| 7D | +2.5% | -1.4% | +3.9% | +3.4% |
| 30D | 0.0% | -4.9% | +4.8% | +3.0% |
| 3M | +2.4% | +0.1% | +2.4% | +1.3% |
| 6M | +36.4% | +0.4% | +36.0% | +32.3% |
| YTD | +23.8% | -8.9% | +32.7% | +27.4% |
| 1Y | +48.6% | -0.3% | +48.9% | +42.0% |
| 3Y | +179.1% | +67.6% | +111.5% | +77.5% |
| 5Y | +144.8% | +50.7% | +94.1% | +63.8% |
| 10Y | +794.2% | +288.6% | +505.5% | +172.0% |
| All | +794.2% | +287.3% | +506.9% | +172.0% |
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