+295.2%
TEL vs SGI
+266.5%
+28.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.9% |
| 7D | -2.3% | -4.9% | +2.6% | -0.8% |
| 30D | -6.1% | +1.6% | -7.7% | -6.7% |
| 3M | +1.7% | -3.2% | +4.9% | +2.2% |
| 6M | +1.6% | -16.0% | +17.7% | +6.5% |
| YTD | -9.1% | -25.4% | +16.3% | -1.6% |
| 1Y | -1.7% | -21.6% | +19.9% | +4.3% |
| 3Y | +67.3% | +52.9% | +14.5% | +41.9% |
| 5Y | +52.1% | +47.5% | +4.6% | +25.3% |
| All | +295.2% | +266.5% | +28.7% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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