-19.6%
STM vs TEL
+6.6%
-26.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +1.2% |
| 7D | +16.3% | +5.6% | +10.7% | +10.1% |
| 30D | -6.3% | +0.9% | -7.2% | -6.2% |
| 3M | -14.1% | +2.1% | -16.2% | -14.7% |
| 6M | -19.6% | +2.7% | -22.3% | -21.3% |
| All | -19.6% | +6.6% | -26.1% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling