+70.0%
TEL vs S
-57.1%
+127.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.6% |
| 7D | +1.6% | -0.7% | +2.2% | +1.7% |
| 30D | -0.7% | -11.4% | +10.8% | +0.8% |
| 3M | +2.4% | +33.8% | -31.4% | -2.4% |
| 6M | +4.1% | +39.5% | -35.3% | -2.3% |
| YTD | -5.8% | +31.7% | -37.5% | -11.1% |
| 1Y | +0.9% | +7.0% | -6.1% | -2.0% |
| 3Y | +72.6% | +11.8% | +60.8% | +62.0% |
| 5Y | +57.5% | -69.0% | +126.6% | +59.5% |
| All | +70.0% | -57.1% | +127.1% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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