+4.9%
MSFT vs TEL
-10.5%
+15.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -1.3% | +4.5% | -5.8% | -1.7% |
| 30D | -1.8% | +2.9% | -4.7% | -2.0% |
| 3M | +5.6% | +1.1% | +4.5% | +5.4% |
| 6M | +29.8% | +5.0% | +24.8% | +29.5% |
| YTD | +9.0% | -3.9% | +12.9% | +7.5% |
| 1Y | +4.9% | -7.4% | +12.4% | +3.8% |
| All | +4.9% | -10.5% | +15.4% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling