+683.8%
TEL vs M
+9.6%
+674.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.0% |
| 7D | +3.0% | +4.7% | -1.8% | +1.7% |
| 30D | -3.9% | -9.6% | +5.7% | -1.4% |
| 3M | -5.1% | +0.9% | -6.0% | -5.9% |
| 6M | +0.6% | +22.3% | -21.7% | -5.4% |
| YTD | -7.3% | +6.5% | -13.8% | -10.0% |
| 1Y | +1.1% | +38.8% | -37.6% | -8.9% |
| 3Y | +63.7% | +115.9% | -52.2% | +22.9% |
| 5Y | +50.7% | +28.6% | +22.0% | +20.5% |
| 10Y | +290.2% | -2.5% | +292.7% | +170.7% |
| All | +683.8% | +9.6% | +674.3% | +245.9% |
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