+71.9%
TEL vs MAS
+58.1%
+13.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | -2.8% | +2.0% | -4.8% | -3.5% |
| 30D | -4.1% | +19.4% | -23.5% | -10.2% |
| 3M | -3.4% | +9.4% | -12.8% | -6.7% |
| 6M | -3.5% | +15.3% | -18.8% | -9.2% |
| YTD | -8.0% | +31.3% | -39.3% | -19.3% |
| 1Y | -13.7% | +34.9% | -48.6% | -25.3% |
| 3Y | +71.9% | +58.6% | +13.3% | +32.4% |
| All | +71.9% | +58.1% | +13.8% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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