+499.6%
SAP vs TEL
+723.0%
-223.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.9% | +3.0% | -5.9% | -4.2% |
| 30D | +9.0% | -3.9% | +12.9% | +10.7% |
| 3M | +14.9% | -5.1% | +20.1% | +16.9% |
| 6M | +11.9% | +0.6% | +11.3% | +9.4% |
| YTD | -9.9% | -7.3% | -2.6% | -9.3% |
| 1Y | -19.5% | +1.1% | -20.7% | -22.7% |
| 3Y | +61.8% | +63.7% | -1.9% | +20.3% |
| 5Y | +56.2% | +50.7% | +5.5% | +19.4% |
| 10Y | +180.6% | +290.2% | -109.6% | +32.7% |
| All | +499.6% | +723.0% | -223.4% | +81.7% |
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