+298.2%
STM vs TEL
+759.2%
-461.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +1.0% |
| 7D | +16.3% | +5.6% | +10.7% | +11.5% |
| 30D | -6.3% | +0.9% | -7.2% | -6.1% |
| 3M | -14.1% | +2.1% | -16.2% | -14.9% |
| 6M | -19.6% | +2.7% | -22.3% | -20.7% |
| YTD | +80.1% | -3.2% | +83.4% | +82.1% |
| 1Y | +95.4% | -10.6% | +106.0% | +109.6% |
| 3Y | +14.7% | +79.8% | -65.1% | -30.3% |
| 5Y | -5.4% | +43.3% | -48.7% | -30.0% |
| 10Y | +465.5% | +287.5% | +178.0% | +102.1% |
| All | +298.2% | +759.2% | -461.0% | -27.1% |
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