+37.1%
TEL vs MULL
+2,366.2%
-2,329.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.3% | +9.3% | +0.8% |
| 7D | -2.3% | +3.6% | -5.9% | -2.7% |
| 30D | -6.1% | +22.0% | -28.1% | -8.2% |
| 3M | +1.7% | -8.6% | +10.3% | -1.8% |
| 6M | +1.6% | +248.5% | -246.9% | -20.5% |
| YTD | -9.1% | +516.3% | -525.4% | -35.9% |
| 1Y | -1.7% | +2,036.6% | -2,038.3% | -43.6% |
| All | +37.1% | +2,366.2% | -2,329.1% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling