+42.0%
TEL vs MULL
+2,337.2%
-2,295.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.7% |
| 7D | +1.6% | -8.4% | +10.0% | +2.3% |
| 30D | -0.7% | +9.7% | -10.3% | -1.9% |
| 3M | +2.4% | -26.8% | +29.2% | +1.4% |
| 6M | +4.1% | +220.7% | -216.6% | -17.6% |
| YTD | -5.8% | +509.0% | -514.9% | -33.5% |
| 1Y | +0.9% | +1,739.5% | -1,738.6% | -40.8% |
| All | +42.0% | +2,337.2% | -2,295.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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