+285.8%
TEL vs SM
+18.0%
+267.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +4.5% | +9.4% | -4.9% | +3.4% |
| 30D | +2.9% | -14.4% | +17.3% | +4.3% |
| 3M | +1.1% | +1.6% | -0.4% | +0.3% |
| 6M | +5.0% | +6.3% | -1.4% | +2.8% |
| YTD | -3.9% | +78.8% | -82.7% | -12.5% |
| 1Y | -7.4% | +83.1% | -90.6% | -16.1% |
| 3Y | +81.0% | -5.9% | +86.9% | +74.4% |
| 5Y | +42.3% | +4.8% | +37.5% | +31.9% |
| All | +285.8% | +18.0% | +267.7% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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