+836.5%
PM vs TEL
+922.6%
-86.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -7.1% | -0.4% | -6.7% | -7.0% |
| 30D | -2.8% | +1.0% | -3.8% | -3.2% |
| 3M | +6.3% | +0.7% | +5.6% | +5.6% |
| 6M | +9.6% | +7.3% | +2.4% | +6.6% |
| YTD | +25.6% | -2.5% | +28.1% | +23.9% |
| 1Y | +29.7% | -10.3% | +39.9% | +30.3% |
| 3Y | +147.6% | +81.1% | +66.4% | +100.4% |
| 5Y | +160.1% | +45.3% | +114.8% | +120.6% |
| 10Y | +260.9% | +290.3% | -29.4% | +123.8% |
| All | +836.5% | +922.6% | -86.1% | +357.7% |
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 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