+664.5%
STM vs TEL
+291.3%
+373.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.7% |
| 7D | +1.7% | +1.2% | +0.4% | +0.4% |
| 30D | -5.2% | -4.1% | -1.0% | -1.7% |
| 3M | -29.6% | -2.6% | -27.0% | -28.1% |
| 6M | +54.4% | 0.0% | +54.3% | +51.3% |
| YTD | +99.5% | -9.1% | +108.6% | +110.4% |
| 1Y | +100.8% | -0.8% | +101.6% | +92.6% |
| 3Y | +20.2% | +67.4% | -47.2% | -32.2% |
| 5Y | +21.1% | +51.8% | -30.6% | -24.4% |
| 10Y | +664.5% | +299.4% | +365.1% | +103.7% |
| All | +664.5% | +291.3% | +373.2% | +103.7% |
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