+589.4%
SE vs TEL
+176.8%
+412.5%
-90.5%
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% | -0.6% |
| 7D | -6.1% | +3.0% | -9.0% | -8.2% |
| 30D | -2.5% | -3.9% | +1.5% | +0.2% |
| 3M | +21.7% | -5.1% | +26.8% | +25.2% |
| 6M | +27.0% | +0.6% | +26.4% | +23.8% |
| YTD | -12.1% | -7.3% | -4.8% | -10.3% |
| 1Y | -40.9% | +1.1% | -42.1% | -44.0% |
| 3Y | +191.0% | +63.7% | +127.3% | +81.6% |
| 5Y | -68.3% | +50.7% | -118.9% | -78.2% |
| All | +589.4% | +176.8% | +412.5% | +175.9% |
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