+1,972.8%
STX vs TEL
+283.7%
+1,689.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.6% |
| 7D | +14.6% | +4.5% | +10.1% | +11.3% |
| 30D | -26.0% | +2.9% | -28.9% | -26.9% |
| 3M | -42.6% | +1.1% | -43.8% | -42.8% |
| 6M | -35.3% | +5.0% | -40.3% | -37.5% |
| YTD | +92.5% | -3.9% | +96.3% | +94.6% |
| 1Y | +102.4% | -7.4% | +109.8% | +110.6% |
| 3Y | +673.8% | +81.0% | +592.8% | +403.6% |
| 5Y | +463.1% | +42.3% | +420.8% | +324.6% |
| All | +1,972.8% | +283.7% | +1,689.2% | +607.6% |
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