+907.4%
SBUX vs TEL
+708.6%
+198.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.5% |
| 7D | -3.9% | -1.4% | -2.5% | -3.3% |
| 30D | -2.8% | -4.9% | +2.0% | -0.6% |
| 3M | +8.2% | +0.1% | +8.1% | +7.2% |
| 6M | +4.3% | +0.4% | +3.9% | +2.0% |
| YTD | +23.3% | -8.9% | +32.3% | +25.2% |
| 1Y | +24.3% | -0.3% | +24.6% | +19.8% |
| 3Y | +15.5% | +67.6% | -52.2% | -16.3% |
| 5Y | -2.7% | +50.7% | -53.4% | -26.5% |
| 10Y | +128.8% | +288.6% | -159.8% | +2.6% |
| All | +907.4% | +708.6% | +198.8% | +150.9% |
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