-15.7%
SHOP vs TEL
+50.8%
-66.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.3% |
| 7D | -10.6% | +1.2% | -11.9% | -11.6% |
| 30D | -18.3% | -4.1% | -14.2% | -15.5% |
| 3M | +14.8% | -2.6% | +17.4% | +16.2% |
| 6M | -5.0% | 0.0% | -5.0% | -10.1% |
| YTD | -21.2% | -9.1% | -12.2% | -18.8% |
| 1Y | -11.6% | -0.8% | -10.8% | -18.2% |
| 3Y | +101.2% | +67.4% | +33.9% | -6.3% |
| 5Y | -15.7% | +51.8% | -67.5% | -54.7% |
| All | -15.7% | +50.8% | -66.5% | -54.7% |
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 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