+433.8%
TEL vs SFM
+48.8%
+385.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +4.5% | +6.0% | -1.5% | +3.9% |
| 30D | +2.9% | -19.5% | +22.4% | +4.6% |
| 3M | +1.1% | -37.0% | +38.2% | +5.2% |
| 6M | +5.0% | -41.0% | +46.0% | +9.5% |
| YTD | -3.9% | -34.6% | +30.8% | -1.3% |
| 1Y | -7.4% | -36.3% | +28.8% | -4.7% |
| 3Y | +81.0% | +24.5% | +56.4% | +67.5% |
| 5Y | +42.3% | +115.9% | -73.6% | +20.5% |
| 10Y | +284.8% | +139.5% | +145.3% | +211.0% |
| All | +433.8% | +48.8% | +385.0% | +365.5% |
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