-8.6%
TEL vs MTB
+27.0%
-35.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | -0.5% | +2.0% | -2.5% | -1.4% |
| 30D | +0.6% | +2.9% | -2.3% | -0.8% |
| 3M | +2.0% | -10.7% | +12.6% | +7.8% |
| 6M | +8.1% | +6.3% | +1.8% | +3.9% |
| YTD | -2.2% | +13.8% | -15.9% | -12.5% |
| 1Y | -8.6% | +27.7% | -36.3% | -24.5% |
| All | -8.6% | +27.0% | -35.6% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling