+463.1%
STM vs TEL
+293.2%
+169.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +2.8% |
| 7D | +1.4% | -0.4% | +1.8% | +2.3% |
| 30D | -8.4% | +1.0% | -9.3% | -8.4% |
| 3M | -15.8% | +0.7% | -16.5% | -15.8% |
| 6M | -22.8% | +7.3% | -30.1% | -27.5% |
| YTD | +79.4% | -2.5% | +81.9% | +79.0% |
| 1Y | +97.0% | -10.3% | +107.2% | +111.5% |
| 3Y | +14.2% | +81.1% | -66.9% | -39.6% |
| 5Y | -4.5% | +45.3% | -49.7% | -37.1% |
| 10Y | +463.1% | +290.3% | +172.8% | +51.3% |
| All | +463.1% | +293.2% | +169.9% | +51.3% |
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