+1,115.1%
TMO vs TEL
+736.1%
+379.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | -0.5% |
| 7D | -0.6% | +1.6% | -2.2% | -1.3% |
| 30D | +1.1% | -0.7% | +1.8% | +1.1% |
| 3M | +28.3% | +2.4% | +25.9% | +25.8% |
| 6M | +23.3% | +4.1% | +19.1% | +19.2% |
| YTD | +5.5% | -5.8% | +11.3% | +6.0% |
| 1Y | +24.5% | +0.9% | +23.7% | +20.8% |
| 3Y | +19.6% | +72.6% | -53.0% | -10.0% |
| 5Y | +8.1% | +57.5% | -49.4% | -16.4% |
| 10Y | +336.7% | +313.6% | +23.1% | +108.1% |
| All | +1,115.1% | +736.1% | +379.0% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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