+128.7%
PM vs TEL
+50.8%
+77.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | -0.2% | -4.1% | +4.0% | +0.1% |
| 3M | +4.9% | -2.6% | +7.5% | +5.0% |
| 6M | +9.0% | 0.0% | +9.0% | +8.2% |
| YTD | +17.8% | -9.1% | +26.8% | +18.1% |
| 1Y | +16.8% | -0.8% | +17.6% | +15.3% |
| 3Y | +125.4% | +67.4% | +58.1% | +97.2% |
| 5Y | +128.7% | +51.8% | +76.9% | +98.1% |
| All | +128.7% | +50.8% | +77.9% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling