+522.1%
SO vs TEL
+759.0%
-236.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | +8.7% | -0.2% | +8.9% | +8.5% |
| 3M | +3.4% | +2.0% | +1.4% | +2.6% |
| 6M | +3.7% | +6.4% | -2.7% | +1.8% |
| YTD | +10.0% | -3.2% | +13.3% | +9.2% |
| 1Y | +6.6% | -11.2% | +17.7% | +7.4% |
| 3Y | +52.5% | +79.8% | -27.3% | +31.2% |
| 5Y | +76.1% | +46.6% | +29.5% | +56.0% |
| 10Y | +194.9% | +288.1% | -93.2% | +107.8% |
| All | +522.1% | +759.0% | -236.9% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling