+56.5%
TEL vs SITM
+187.3%
-130.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -2.0% | +2.6% |
| 7D | +1.6% | +3.9% | -2.3% | +0.9% |
| 30D | -0.7% | -6.6% | +5.9% | +0.3% |
| 3M | +2.4% | -11.9% | +14.3% | +2.9% |
| 6M | +4.1% | +81.1% | -77.0% | -10.1% |
| YTD | -5.8% | +80.0% | -85.8% | -19.6% |
| 1Y | +0.9% | +145.8% | -145.0% | -20.0% |
| 3Y | +72.6% | +475.9% | -403.3% | +5.6% |
| All | +56.5% | +187.3% | -130.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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