+46.2%
MSFT vs TEL
+79.6%
-33.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -1.3% | +4.5% | -5.8% | -2.3% |
| 30D | -1.8% | +2.9% | -4.7% | -2.6% |
| 3M | +5.6% | +1.1% | +4.5% | +5.1% |
| 6M | +29.8% | +5.0% | +24.8% | +27.7% |
| YTD | +9.0% | -3.9% | +12.9% | +8.3% |
| 1Y | +4.9% | -7.4% | +12.4% | +5.4% |
| 3Y | +46.2% | +81.0% | -34.8% | +14.9% |
| All | +46.2% | +79.6% | -33.4% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling