+45.3%
TEL vs M
+0.2%
+45.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -0.4% | -3.3% | +2.9% | +0.4% |
| 30D | +1.0% | +8.1% | -7.1% | -0.9% |
| 3M | +0.7% | +2.2% | -1.5% | -0.1% |
| 6M | +7.3% | +35.1% | -27.8% | -0.8% |
| YTD | -2.5% | +15.8% | -18.3% | -7.0% |
| 1Y | -10.3% | +25.8% | -36.1% | -16.2% |
| 3Y | +81.1% | +156.2% | -75.1% | +34.7% |
| 5Y | +45.3% | -2.4% | +47.6% | +26.1% |
| All | +45.3% | +0.2% | +45.1% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling