+363.5%
SE vs TEL
+187.0%
+176.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | -0.5% | +4.5% | -5.0% | -3.6% |
| 30D | -20.9% | +2.9% | -23.8% | -22.8% |
| 3M | -38.9% | +1.1% | -40.0% | -40.2% |
| 6M | -19.4% | +5.0% | -24.4% | -23.9% |
| YTD | -40.9% | -3.9% | -37.1% | -41.7% |
| 1Y | -46.2% | -7.4% | -38.7% | -45.6% |
| 3Y | +63.7% | +81.0% | -17.3% | -6.2% |
| 5Y | -77.9% | +42.3% | -120.2% | -84.5% |
| All | +363.5% | +187.0% | +176.5% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling