+66.6%
TEL vs MAGS
+126.1%
-59.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.3% | -1.8% | -0.5% | -1.4% |
| 30D | -6.1% | +1.1% | -7.1% | -6.6% |
| 3M | +1.7% | +7.7% | -6.0% | -2.4% |
| 6M | +1.6% | +11.7% | -10.1% | -4.7% |
| YTD | -9.1% | +4.9% | -14.0% | -11.9% |
| 1Y | -1.7% | +14.3% | -16.0% | -8.8% |
| All | +66.6% | +126.1% | -59.4% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling