+56.5%
TEL vs MKTX
-60.5%
+117.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.6% | +3.6% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -0.7% | +0.7% | -1.4% | -0.8% |
| 3M | +2.4% | +40.8% | -38.4% | -3.4% |
| 6M | +4.1% | -8.0% | +12.1% | +5.6% |
| YTD | -5.8% | -8.7% | +2.9% | -4.6% |
| 1Y | +0.9% | -11.8% | +12.7% | +2.8% |
| 3Y | +72.6% | -24.0% | +96.6% | +75.2% |
| All | +56.5% | -60.5% | +117.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling