-14.4%
SMR vs TEL
+60.7%
-75.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.6% | -19.3% | -18.8% |
| 7D | -11.2% | +1.6% | -12.8% | -13.3% |
| 30D | -10.2% | -0.7% | -9.6% | -10.8% |
| 3M | -10.0% | +2.4% | -12.5% | -12.9% |
| 6M | -30.5% | +4.1% | -34.6% | -35.2% |
| YTD | -39.2% | -5.8% | -33.4% | -38.3% |
| 1Y | -75.5% | +0.9% | -76.4% | -76.2% |
| 3Y | +45.4% | +72.6% | -27.2% | -6.7% |
| All | -14.4% | +60.7% | -75.2% | -46.8% |
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 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