+14.9%
SPGI vs TEL
+47.1%
-32.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +16.1% | -0.2% | +16.3% | +15.8% |
| 3M | +15.5% | +2.0% | +13.4% | +13.9% |
| 6M | +19.6% | +6.4% | +13.2% | +15.4% |
| YTD | -3.6% | -3.2% | -0.3% | -4.9% |
| 1Y | +2.2% | -11.2% | +13.4% | +4.3% |
| 3Y | +30.1% | +79.8% | -49.6% | -10.8% |
| 5Y | +14.9% | +46.6% | -31.6% | -14.6% |
| All | +14.9% | +47.1% | -32.2% | -14.6% |
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 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