+1.1%
TEL vs MAGS
+15.9%
-14.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.5% |
| 7D | +3.0% | +0.5% | +2.4% | +2.6% |
| 30D | -3.9% | +1.5% | -5.4% | -4.9% |
| 3M | -5.1% | +0.5% | -5.6% | -5.3% |
| 6M | +0.6% | +11.6% | -11.0% | -8.0% |
| YTD | -7.3% | +5.3% | -12.6% | -11.7% |
| 1Y | +1.1% | +14.9% | -13.7% | -5.7% |
| All | +1.1% | +15.9% | -14.7% | -5.7% |
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