+285.8%
TEL vs SBAC
+114.8%
+171.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +4.5% | +0.6% | +3.9% | +4.3% |
| 30D | +2.9% | +5.5% | -2.6% | +1.3% |
| 3M | +1.1% | +3.1% | -1.9% | 0.0% |
| 6M | +5.0% | -7.0% | +12.0% | +6.2% |
| YTD | -3.9% | +0.5% | -4.4% | -5.6% |
| 1Y | -7.4% | +0.2% | -7.7% | -9.1% |
| 3Y | +81.0% | -7.4% | +88.3% | +76.8% |
| 5Y | +42.3% | -39.7% | +82.0% | +59.7% |
| All | +285.8% | +114.8% | +171.0% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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