+414.8%
TEL vs SFM
+132.6%
+282.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -0.7% |
| 7D | +3.0% | -0.1% | +3.0% | +3.0% |
| 30D | -3.9% | -4.4% | +0.4% | -3.6% |
| 3M | -5.1% | +1.5% | -6.6% | -5.6% |
| 6M | +0.6% | +6.5% | -5.9% | -0.9% |
| YTD | -7.3% | +2.2% | -9.5% | -8.4% |
| 1Y | +1.1% | -41.9% | +43.0% | +6.1% |
| 3Y | +63.7% | +106.8% | -43.1% | +44.6% |
| 5Y | +50.7% | +231.6% | -180.9% | +23.0% |
| 10Y | +290.2% | +258.4% | +31.7% | +204.1% |
| All | +414.8% | +132.6% | +282.3% | +332.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling