+56.5%
TEL vs SGI
+47.3%
+9.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.2% |
| 7D | +1.6% | -4.5% | +6.0% | +3.3% |
| 30D | -0.7% | +4.2% | -4.8% | -2.4% |
| 3M | +2.4% | -7.4% | +9.9% | +4.8% |
| 6M | +4.1% | -15.1% | +19.2% | +9.6% |
| YTD | -5.8% | -24.7% | +18.9% | +3.1% |
| 1Y | +0.9% | -21.8% | +22.6% | +8.3% |
| 3Y | +72.6% | +50.0% | +22.6% | +40.8% |
| All | +56.5% | +47.3% | +9.2% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling