+45.4%
SMR vs TEL
+71.6%
-26.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.6% | -19.3% | -19.6% |
| 7D | -11.2% | +1.6% | -12.8% | -13.8% |
| 30D | -10.2% | -0.7% | -9.6% | -11.0% |
| 3M | -10.0% | +2.4% | -12.5% | -13.9% |
| 6M | -30.5% | +4.1% | -34.6% | -37.5% |
| YTD | -39.2% | -5.8% | -33.4% | -39.2% |
| 1Y | -75.5% | +0.9% | -76.4% | -77.3% |
| 3Y | +45.4% | +72.6% | -27.2% | -36.1% |
| All | +45.4% | +71.6% | -26.2% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling