+347.0%
STM vs TEL
+723.0%
-376.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.2% |
| 7D | +5.8% | +3.0% | +2.8% | +3.2% |
| 30D | -1.0% | -3.9% | +2.9% | +2.0% |
| 3M | -33.3% | -5.1% | -28.1% | -30.5% |
| 6M | +57.4% | +0.6% | +56.8% | +54.8% |
| YTD | +102.2% | -7.3% | +109.5% | +109.7% |
| 1Y | +99.6% | +1.1% | +98.5% | +91.6% |
| 3Y | +14.5% | +63.7% | -49.2% | -25.6% |
| 5Y | +21.4% | +50.7% | -29.3% | -14.5% |
| 10Y | +695.0% | +290.2% | +404.8% | +181.2% |
| All | +347.0% | +723.0% | -376.1% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling