+72.6%
TEL vs MXL
+222.8%
-150.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.5% | -4.0% | +2.9% |
| 7D | +1.6% | +18.9% | -17.3% | -0.1% |
| 30D | -0.7% | +0.3% | -1.0% | -0.9% |
| 3M | +2.4% | -8.0% | +10.5% | +1.2% |
| 6M | +4.1% | +341.2% | -337.1% | -20.6% |
| YTD | -5.8% | +327.8% | -333.6% | -28.1% |
| 1Y | +0.9% | +364.9% | -364.0% | -24.5% |
| 3Y | +72.6% | +229.2% | -156.6% | +32.8% |
| All | +72.6% | +222.8% | -150.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling