-8.6%
TEL vs MAGS
+5.9%
-14.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -1.3% |
| 7D | -0.5% | -1.4% | +0.9% | +0.4% |
| 30D | +0.6% | -4.4% | +5.0% | +3.6% |
| 3M | +2.0% | +1.9% | +0.1% | +0.6% |
| 6M | +8.1% | +4.9% | +3.2% | +4.3% |
| YTD | -2.2% | +6.5% | -8.7% | -7.0% |
| 1Y | -8.6% | +6.3% | -14.9% | -12.9% |
| All | -8.6% | +5.9% | -14.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling