+93.8%
SNOW vs TEL
+65.7%
+28.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -7.5% | -2.3% | -5.2% | -6.5% |
| 30D | -1.3% | -6.1% | +4.7% | +1.5% |
| 3M | +37.4% | +1.7% | +35.7% | +35.7% |
| 6M | +88.1% | +1.6% | +86.5% | +79.4% |
| YTD | +50.3% | -9.1% | +59.4% | +52.4% |
| 1Y | +46.0% | -1.7% | +47.7% | +38.9% |
| All | +93.8% | +65.7% | +28.1% | +23.6% |
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 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