-66.3%
SE vs TEL
+50.8%
-117.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -3.6% | +1.2% | -4.9% | -4.7% |
| 30D | -5.3% | -4.1% | -1.2% | -2.2% |
| 3M | +28.1% | -2.6% | +30.7% | +29.1% |
| 6M | +20.7% | 0.0% | +20.6% | +16.7% |
| YTD | -14.8% | -9.1% | -5.7% | -11.9% |
| 1Y | -43.6% | -0.8% | -42.7% | -47.2% |
| 3Y | +184.2% | +67.4% | +116.8% | +37.1% |
| 5Y | -66.3% | +51.8% | -118.1% | -80.8% |
| All | -66.3% | +50.8% | -117.1% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling