+670.1%
TEL vs MTB
+290.7%
+379.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -1.4% | +2.8% | -4.2% | -2.6% |
| 30D | -4.9% | -4.2% | -0.7% | -3.1% |
| 3M | +0.1% | +7.8% | -7.7% | -3.4% |
| 6M | +0.4% | +14.8% | -14.5% | -5.7% |
| YTD | -8.9% | +20.8% | -29.7% | -16.6% |
| 1Y | -0.3% | +23.1% | -23.4% | -9.7% |
| 3Y | +67.6% | +114.8% | -47.2% | +16.4% |
| 5Y | +50.7% | +103.3% | -52.6% | +3.8% |
| 10Y | +288.6% | +173.0% | +115.7% | +118.1% |
| All | +670.1% | +290.7% | +379.3% | +218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling