+56.5%
SAP vs TEL
+67.5%
-11.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | -0.3% | -1.4% | +1.2% | +0.1% |
| 30D | +2.6% | -4.9% | +7.5% | +3.8% |
| 3M | +16.3% | +0.1% | +16.2% | +15.9% |
| 6M | +6.4% | +0.4% | +6.0% | +5.2% |
| YTD | -11.4% | -8.9% | -2.5% | -10.4% |
| 1Y | -20.4% | -0.3% | -20.1% | -22.3% |
| 3Y | +56.5% | +67.6% | -11.1% | +18.1% |
| All | +56.5% | +67.5% | -11.0% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling