+2,213.8%
MSFT vs TEL
+723.0%
+1,490.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -2.7% | +3.0% | -5.6% | -4.0% |
| 30D | +2.7% | -3.9% | +6.6% | +4.3% |
| 3M | +17.0% | -5.1% | +22.1% | +18.8% |
| 6M | +23.8% | +0.6% | +23.2% | +20.9% |
| YTD | +4.0% | -7.3% | +11.3% | +4.4% |
| 1Y | -0.8% | +1.1% | -2.0% | -5.0% |
| 3Y | +55.6% | +63.7% | -8.1% | +16.4% |
| 5Y | +72.9% | +50.7% | +22.2% | +33.3% |
| 10Y | +875.8% | +290.2% | +585.6% | +373.0% |
| All | +2,213.8% | +723.0% | +1,490.7% | +602.3% |
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 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