+309.3%
TEL vs SFM
+271.4%
+37.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +1.6% | -10.6% | +12.2% | +2.7% |
| 30D | -0.7% | -15.5% | +14.8% | +0.9% |
| 3M | +2.4% | -17.4% | +19.9% | +4.0% |
| 6M | +4.1% | -3.4% | +7.6% | +3.6% |
| YTD | -5.8% | -8.7% | +2.9% | -5.9% |
| 1Y | +0.9% | -47.2% | +48.0% | +6.7% |
| 3Y | +72.6% | +82.7% | -10.1% | +54.4% |
| 5Y | +57.5% | +214.3% | -156.7% | +29.2% |
| All | +309.3% | +271.4% | +37.9% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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