+56.5%
TEL vs MXL
+40.1%
+16.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.5% | -4.0% | +2.6% |
| 7D | +1.6% | +18.9% | -17.3% | -0.8% |
| 30D | -0.7% | +0.3% | -1.0% | -1.1% |
| 3M | +2.4% | -8.0% | +10.5% | +0.5% |
| 6M | +4.1% | +341.2% | -337.1% | -27.7% |
| YTD | -5.8% | +327.8% | -333.6% | -34.5% |
| 1Y | +0.9% | +364.9% | -364.0% | -31.6% |
| 3Y | +72.6% | +229.2% | -156.6% | +12.4% |
| All | +56.5% | +40.1% | +16.4% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling