+153.1%
SO vs TEL
+316.2%
-163.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.2% | -1.4% |
| 7D | -1.1% | +1.6% | -2.7% | -1.4% |
| 30D | -5.0% | -0.7% | -4.3% | -5.0% |
| 3M | -5.8% | +2.4% | -8.2% | -6.5% |
| 6M | -7.9% | +4.1% | -12.1% | -9.5% |
| YTD | +2.4% | -5.8% | +8.2% | +2.4% |
| 1Y | -2.3% | +0.9% | -3.1% | -4.2% |
| 3Y | +41.9% | +72.6% | -30.7% | +19.0% |
| 5Y | +58.1% | +57.5% | +0.5% | +33.4% |
| All | +153.1% | +316.2% | -163.1% | +59.6% |
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