+67.6%
TEL vs M
+120.4%
-52.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.2% |
| 7D | -1.4% | +2.4% | -3.8% | -1.9% |
| 30D | -4.9% | -11.6% | +6.7% | -2.5% |
| 3M | +0.1% | +1.6% | -1.5% | -0.7% |
| 6M | +0.4% | +25.2% | -24.9% | -4.7% |
| YTD | -8.9% | +3.8% | -12.7% | -10.6% |
| 1Y | -0.3% | +36.3% | -36.7% | -7.5% |
| 3Y | +67.6% | +116.3% | -48.7% | +29.3% |
| All | +67.6% | +120.4% | -52.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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