+5.1%
SPGI vs TEL
+49.6%
-44.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.6% |
| 7D | -2.5% | -1.4% | -1.0% | -1.9% |
| 30D | +5.4% | -4.9% | +10.3% | +7.1% |
| 3M | +9.0% | +0.1% | +9.0% | +8.2% |
| 6M | +0.8% | +0.4% | +0.4% | -1.3% |
| YTD | -12.6% | -8.9% | -3.6% | -11.4% |
| 1Y | -16.1% | -0.3% | -15.8% | -19.5% |
| 3Y | +19.0% | +67.6% | -48.6% | -15.2% |
| 5Y | +5.1% | +50.7% | -45.6% | -23.1% |
| All | +5.1% | +49.6% | -44.5% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling