+273.5%
SHW vs TEL
+301.8%
-28.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | -2.3% | -2.2% | -3.4% |
| 30D | -12.7% | -6.1% | -6.6% | -10.3% |
| 3M | +4.7% | +1.7% | +3.0% | +3.4% |
| 6M | -3.4% | +1.6% | -5.0% | -5.3% |
| YTD | -1.3% | -9.1% | +7.7% | +1.1% |
| 1Y | -10.4% | -1.7% | -8.7% | -12.4% |
| 3Y | +20.1% | +67.3% | -47.2% | -12.9% |
| 5Y | +10.5% | +52.1% | -41.6% | -17.3% |
| All | +273.5% | +301.8% | -28.3% | +53.1% |
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