+668.7%
TEL vs MKTX
+1,070.0%
-401.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -6.1% | +0.8% | -6.9% | -6.3% |
| 3M | +1.7% | +41.1% | -39.4% | -8.5% |
| 6M | +1.6% | -9.5% | +11.2% | +2.6% |
| YTD | -9.1% | -8.7% | -0.4% | -8.7% |
| 1Y | -1.7% | -10.0% | +8.3% | -1.2% |
| 3Y | +67.3% | -24.6% | +91.9% | +70.4% |
| 5Y | +52.1% | -60.3% | +112.4% | +81.4% |
| 10Y | +299.3% | +5.0% | +294.3% | +236.9% |
| All | +668.7% | +1,070.0% | -401.3% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling