+712.7%
TEL vs SBAC
+549.8%
+163.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | +4.5% | +0.6% | +3.9% | +4.2% |
| 30D | +2.9% | +5.5% | -2.6% | +0.4% |
| 3M | +1.1% | +3.1% | -1.9% | -0.6% |
| 6M | +5.0% | -7.0% | +12.0% | +6.5% |
| YTD | -3.9% | +0.5% | -4.4% | -7.0% |
| 1Y | -7.4% | +0.2% | -7.7% | -10.4% |
| 3Y | +81.0% | -7.4% | +88.3% | +74.0% |
| 5Y | +42.3% | -39.7% | +82.0% | +61.5% |
| 10Y | +284.8% | +112.5% | +172.3% | +128.0% |
| All | +712.7% | +549.8% | +163.0% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling