+207.0%
TEL vs MGY
+209.8%
-2.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | +1.8% | -4.1% | -2.7% |
| 30D | -6.1% | +6.5% | -12.6% | -7.5% |
| 3M | +1.7% | +0.3% | +1.4% | +0.9% |
| 6M | +1.6% | -2.4% | +4.0% | +0.6% |
| YTD | -9.1% | +29.0% | -38.1% | -16.5% |
| 1Y | -1.7% | +17.0% | -18.7% | -7.6% |
| 3Y | +67.3% | +26.2% | +41.2% | +51.7% |
| 5Y | +52.1% | +92.3% | -40.2% | +18.6% |
| All | +207.0% | +209.8% | -2.9% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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