+848.9%
PM vs TEL
+908.3%
-59.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.3% |
| 7D | +0.5% | +4.5% | -4.0% | -0.6% |
| 30D | -3.2% | +2.9% | -6.1% | -4.1% |
| 3M | +6.2% | +1.1% | +5.1% | +5.4% |
| 6M | +7.7% | +5.0% | +2.7% | +5.3% |
| YTD | +27.3% | -3.9% | +31.1% | +25.9% |
| 1Y | +32.8% | -7.4% | +40.2% | +32.3% |
| 3Y | +150.0% | +81.0% | +69.0% | +102.3% |
| 5Y | +164.2% | +42.3% | +121.9% | +125.3% |
| 10Y | +265.7% | +284.8% | -19.1% | +127.5% |
| All | +848.9% | +908.3% | -59.4% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling