+21.1%
STM vs TEL
+67.5%
-46.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.8% |
| 7D | +5.2% | -1.4% | +6.6% | +6.2% |
| 30D | -7.4% | -4.9% | -2.5% | -3.8% |
| 3M | -30.6% | +0.1% | -30.7% | -30.8% |
| 6M | +66.4% | +0.4% | +66.0% | +62.8% |
| YTD | +101.1% | -8.9% | +110.1% | +109.7% |
| 1Y | +97.4% | -0.3% | +97.7% | +86.7% |
| 3Y | +21.1% | +67.6% | -46.5% | -32.5% |
| All | +21.1% | +67.5% | -46.4% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling