+72.1%
TEL vs MAGS
+186.6%
-114.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | -1.4% | +1.2% | -2.7% | -2.1% |
| 30D | -4.9% | -0.1% | -4.8% | -4.9% |
| 3M | +0.1% | +3.8% | -3.7% | -2.0% |
| 6M | +0.4% | +13.2% | -12.9% | -6.3% |
| YTD | -8.9% | +4.7% | -13.6% | -11.5% |
| 1Y | -0.3% | +14.4% | -14.7% | -7.2% |
| 3Y | +67.6% | +128.6% | -60.9% | +14.4% |
| All | +72.1% | +186.6% | -114.6% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling