+29.6%
SNOW vs TEL
+127.5%
-97.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -2.8% |
| 7D | -2.4% | +1.6% | -4.0% | -3.6% |
| 30D | -1.0% | -0.7% | -0.3% | -0.5% |
| 3M | +36.9% | +2.4% | +34.4% | +33.2% |
| 6M | +83.4% | +4.1% | +79.2% | +68.6% |
| YTD | +50.0% | -5.8% | +55.8% | +48.1% |
| 1Y | +46.5% | +0.9% | +45.6% | +34.5% |
| 3Y | +93.3% | +72.6% | +20.7% | +2.6% |
| 5Y | +3.3% | +57.5% | -54.3% | -39.2% |
| All | +29.6% | +127.5% | -97.9% | -38.6% |
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