+210.9%
PM vs TEL
+316.2%
-105.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.2% |
| 7D | +4.7% | +1.6% | +3.1% | +4.3% |
| 30D | +2.6% | -0.7% | +3.3% | +2.6% |
| 3M | +6.6% | +2.4% | +4.1% | +5.5% |
| 6M | +16.5% | +4.1% | +12.4% | +13.7% |
| YTD | +21.2% | -5.8% | +27.0% | +21.0% |
| 1Y | +17.9% | +0.9% | +17.0% | +14.8% |
| 3Y | +129.8% | +72.6% | +57.2% | +84.0% |
| 5Y | +133.0% | +57.5% | +75.5% | +88.3% |
| All | +210.9% | +316.2% | -105.2% | +73.5% |
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