+112.4%
MS vs TEL
+39.9%
+72.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -1.6% | -2.8% | +1.3% | +0.1% |
| 30D | -3.8% | -4.1% | +0.3% | -1.6% |
| 3M | -14.6% | -3.4% | -11.2% | -13.4% |
| 6M | -5.1% | -3.5% | -1.6% | -4.4% |
| YTD | +4.5% | -8.0% | +12.5% | +6.5% |
| 1Y | +13.5% | -13.7% | +27.3% | +19.9% |
| 3Y | +160.4% | +71.9% | +88.5% | +71.9% |
| All | +112.4% | +39.9% | +72.6% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling