+712.7%
TEL vs SAN
+101.7%
+611.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -1.0% |
| 7D | +4.5% | +4.0% | +0.5% | +2.7% |
| 30D | +2.9% | -7.8% | +10.7% | +6.3% |
| 3M | +1.1% | -16.4% | +17.5% | +8.8% |
| 6M | +5.0% | +3.5% | +1.5% | +2.6% |
| YTD | -3.9% | +6.7% | -10.6% | -7.8% |
| 1Y | -7.4% | +14.5% | -21.9% | -13.9% |
| 3Y | +81.0% | +243.5% | -162.5% | +1.2% |
| 5Y | +42.3% | +296.2% | -253.9% | -28.1% |
| 10Y | +284.8% | +268.5% | +16.3% | +83.6% |
| All | +712.7% | +101.7% | +611.1% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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