+724.3%
TEL vs M
+19.1%
+705.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -0.4% | -3.3% | +2.9% | +0.5% |
| 30D | +1.0% | +8.1% | -7.1% | -1.3% |
| 3M | +0.7% | +2.2% | -1.5% | -0.3% |
| 6M | +7.3% | +35.1% | -27.8% | -2.1% |
| YTD | -2.5% | +15.8% | -18.3% | -7.8% |
| 1Y | -10.3% | +25.8% | -36.1% | -17.1% |
| 3Y | +81.1% | +156.2% | -75.1% | +29.7% |
| 5Y | +45.3% | -2.4% | +47.6% | +26.5% |
| 10Y | +290.3% | -7.1% | +297.4% | +177.2% |
| All | +724.3% | +19.1% | +705.1% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling