+718.3%
TEL vs SAN
+100.3%
+617.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.5% |
| 7D | +5.6% | +1.0% | +4.6% | +5.1% |
| 30D | +0.9% | -9.4% | +10.2% | +5.0% |
| 3M | +2.1% | -17.1% | +19.2% | +10.3% |
| 6M | +2.7% | +2.2% | +0.5% | +1.0% |
| YTD | -3.2% | +6.0% | -9.2% | -6.9% |
| 1Y | -10.6% | +12.7% | -23.3% | -16.3% |
| 3Y | +79.8% | +242.1% | -162.3% | +0.8% |
| 5Y | +43.3% | +293.6% | -250.3% | -27.4% |
| 10Y | +287.5% | +266.1% | +21.4% | +85.4% |
| All | +718.3% | +100.3% | +617.9% | +272.1% |
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