+872.1%
MSFT vs TEL
+301.8%
+570.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.5% | -2.3% | -1.2% | -2.4% |
| 30D | -2.1% | -6.1% | +4.0% | +0.6% |
| 3M | +24.2% | +1.7% | +22.5% | +22.2% |
| 6M | +21.9% | +1.6% | +20.2% | +18.0% |
| YTD | +2.5% | -9.1% | +11.5% | +3.7% |
| 1Y | -0.8% | -1.7% | +0.9% | -4.4% |
| 3Y | +50.8% | +67.3% | -16.6% | +6.0% |
| 5Y | +73.5% | +52.1% | +21.4% | +26.5% |
| All | +872.1% | +301.8% | +570.3% | +318.3% |
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