+52.1%
TEL vs MTB
+101.1%
-49.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -2.3% | -0.4% | -1.8% | -2.1% |
| 30D | -6.1% | -4.6% | -1.5% | -4.1% |
| 3M | +1.7% | +7.4% | -5.7% | -1.6% |
| 6M | +1.6% | +18.7% | -17.1% | -5.7% |
| YTD | -9.1% | +21.1% | -30.1% | -16.7% |
| 1Y | -1.7% | +24.1% | -25.7% | -11.0% |
| 3Y | +67.3% | +115.3% | -48.0% | +18.7% |
| 5Y | +52.1% | +106.0% | -53.9% | +8.2% |
| All | +52.1% | +101.1% | -49.0% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling