+309.3%
TEL vs MTB
+173.8%
+135.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.2% | +3.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -0.7% | -4.8% | +4.1% | +1.6% |
| 3M | +2.4% | +6.0% | -3.5% | -0.4% |
| 6M | +4.1% | +19.6% | -15.5% | -4.0% |
| YTD | -5.8% | +21.5% | -27.3% | -14.1% |
| 1Y | +0.9% | +24.7% | -23.8% | -9.3% |
| 3Y | +72.6% | +108.6% | -36.0% | +21.0% |
| 5Y | +57.5% | +106.7% | -49.2% | +7.2% |
| All | +309.3% | +173.8% | +135.5% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling