+67.3%
TEL vs S
-56.8%
+124.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +3.0% | -7.7% | +10.7% | +4.1% |
| 30D | -3.9% | -5.3% | +1.4% | -3.5% |
| 3M | -5.1% | +20.3% | -25.4% | -8.1% |
| 6M | +0.6% | +47.4% | -46.8% | -6.4% |
| YTD | -7.3% | +32.5% | -39.8% | -12.6% |
| 1Y | +1.1% | +9.5% | -8.4% | -2.1% |
| 3Y | +63.7% | +15.5% | +48.2% | +52.9% |
| 5Y | +50.7% | -71.2% | +121.9% | +52.6% |
| All | +67.3% | -56.8% | +124.1% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling