+123.4%
PM vs TEL
+65.7%
+57.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.1% |
| 30D | -0.2% | -4.1% | +4.0% | -0.3% |
| 3M | +4.9% | -2.6% | +7.5% | +4.9% |
| 6M | +9.0% | 0.0% | +9.0% | +8.7% |
| YTD | +17.8% | -9.1% | +26.8% | +17.5% |
| 1Y | +16.8% | -0.8% | +17.6% | +16.4% |
| All | +123.4% | +65.7% | +57.7% | +109.7% |
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