+683.8%
TEL vs SAN
+143.6%
+540.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +3.0% | +1.8% | +1.2% | +2.1% |
| 30D | -3.9% | +2.0% | -5.9% | -4.8% |
| 3M | -5.1% | +19.7% | -24.8% | -12.5% |
| 6M | +0.6% | +30.6% | -30.0% | -10.9% |
| YTD | -7.3% | +28.8% | -36.1% | -17.8% |
| 1Y | +1.1% | +57.8% | -56.6% | -18.0% |
| 3Y | +63.7% | +338.1% | -274.4% | -17.5% |
| 5Y | +50.7% | +384.2% | -333.6% | -30.2% |
| 10Y | +290.2% | +353.2% | -63.0% | +70.2% |
| All | +683.8% | +143.6% | +540.3% | +228.7% |
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