+871.5%
MU vs TEL
+82.9%
+788.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -15.2% | -0.9% | -14.3% | -13.7% |
| 30D | -29.5% | -0.2% | -29.3% | -28.9% |
| 3M | -15.8% | +2.0% | -17.8% | -17.2% |
| 6M | -2.9% | +6.4% | -9.3% | -7.9% |
| YTD | +154.2% | -3.2% | +157.5% | +151.9% |
| 1Y | +186.6% | -11.2% | +197.7% | +215.5% |
| 3Y | +871.5% | +79.8% | +791.7% | +400.0% |
| All | +871.5% | +82.9% | +788.6% | +400.0% |
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