+347.9%
MS vs TEL
+723.0%
-375.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | +1.4% | +3.0% | -1.6% | -1.2% |
| 30D | -0.3% | -3.9% | +3.7% | +2.7% |
| 3M | +0.3% | -5.1% | +5.4% | +3.2% |
| 6M | +31.3% | +0.6% | +30.7% | +25.8% |
| YTD | +24.7% | -7.3% | +32.0% | +26.5% |
| 1Y | +47.9% | +1.1% | +46.8% | +37.5% |
| 3Y | +178.3% | +63.7% | +114.7% | +63.5% |
| 5Y | +144.9% | +50.7% | +94.2% | +48.3% |
| 10Y | +804.5% | +290.2% | +514.4% | +107.9% |
| All | +347.9% | +723.0% | -375.2% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling