+6,045.6%
MU vs TEL
+301.9%
+5,743.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.9% |
| 7D | +7.5% | +1.2% | +6.3% | +6.1% |
| 30D | +19.4% | -4.1% | +23.5% | +23.6% |
| 3M | +9.8% | -2.6% | +12.4% | +12.8% |
| 6M | +164.1% | 0.0% | +164.1% | +157.4% |
| YTD | +260.3% | -9.1% | +269.4% | +279.7% |
| 1Y | +661.2% | -0.8% | +662.0% | +648.0% |
| 3Y | +1,380.8% | +67.4% | +1,313.5% | +790.8% |
| 5Y | +1,346.4% | +51.8% | +1,294.6% | +849.6% |
| All | +6,045.6% | +301.9% | +5,743.8% | +1,660.5% |
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