+299.4%
TEL vs MSCI
+615.8%
-316.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | +1.2% | -1.1% | +2.3% | +1.7% |
| 30D | -4.1% | -1.2% | -2.9% | -3.8% |
| 3M | -2.6% | -8.4% | +5.8% | 0.0% |
| 6M | 0.0% | -1.0% | +1.1% | -1.3% |
| YTD | -9.1% | -2.3% | -6.8% | -10.5% |
| 1Y | -0.8% | -1.2% | +0.3% | -3.6% |
| 3Y | +67.4% | +7.9% | +59.4% | +51.8% |
| 5Y | +51.8% | -10.1% | +61.8% | +45.2% |
| 10Y | +299.4% | +631.0% | -331.5% | +61.1% |
| All | +299.4% | +615.8% | -316.3% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling