+3,343.4%
STX vs TEL
+316.2%
+3,027.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.3% | -6.3% |
| 7D | -2.3% | +1.6% | -3.8% | -3.6% |
| 30D | -5.5% | -0.7% | -4.8% | -5.2% |
| 3M | -4.3% | +2.4% | -6.7% | -6.7% |
| 6M | +115.6% | +4.1% | +111.5% | +105.7% |
| YTD | +202.2% | -5.8% | +208.0% | +207.8% |
| 1Y | +325.3% | +0.9% | +324.4% | +315.2% |
| 3Y | +1,283.9% | +72.6% | +1,211.3% | +821.3% |
| 5Y | +1,048.3% | +57.5% | +990.8% | +706.2% |
| All | +3,343.4% | +316.2% | +3,027.3% | +1,019.7% |
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