+96.5%
STM vs TEL
-8.6%
+105.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.2% |
| 7D | -6.0% | -0.5% | -5.6% | -5.6% |
| 30D | -20.9% | +0.6% | -21.5% | -21.0% |
| 3M | -15.8% | +2.0% | -17.7% | -16.5% |
| 6M | -17.0% | +8.1% | -25.2% | -20.6% |
| YTD | +76.8% | -2.2% | +79.0% | +71.8% |
| 1Y | +96.5% | -8.6% | +105.1% | +98.9% |
| All | +96.5% | -8.6% | +105.1% | +98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling