+542.0%
MS vs TEL
+283.7%
+258.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +5.1% | +4.5% | +0.6% | +2.0% |
| 30D | +5.7% | +2.9% | +2.8% | +3.4% |
| 3M | -12.2% | +1.1% | -13.3% | -13.4% |
| 6M | -0.5% | +5.0% | -5.5% | -5.3% |
| YTD | +9.8% | -3.9% | +13.7% | +8.5% |
| 1Y | +17.7% | -7.4% | +25.2% | +18.9% |
| 3Y | +176.8% | +81.0% | +95.8% | +66.5% |
| 5Y | +123.7% | +42.3% | +81.4% | +57.5% |
| All | +542.0% | +283.7% | +258.3% | +110.6% |
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