+553.7%
MS vs TEL
+290.5%
+263.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +0.8% | -0.9% | +1.7% | +1.4% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | -12.4% | +2.0% | -14.4% | -14.2% |
| 6M | -1.7% | +6.4% | -8.2% | -7.4% |
| YTD | +8.0% | -3.2% | +11.3% | +6.3% |
| 1Y | +16.2% | -11.2% | +27.4% | +20.9% |
| 3Y | +171.3% | +79.8% | +91.5% | +64.1% |
| 5Y | +124.8% | +46.6% | +78.2% | +54.7% |
| 10Y | +553.7% | +288.1% | +265.6% | +114.5% |
| All | +553.7% | +290.5% | +263.2% | +114.5% |
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