+295.2%
TEL vs SM
+23.2%
+271.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -2.3% | +2.1% | -4.4% | -2.5% |
| 30D | -6.1% | +18.1% | -24.2% | -7.9% |
| 3M | +1.7% | +17.0% | -15.3% | -0.7% |
| 6M | +1.6% | +55.4% | -53.8% | -4.9% |
| YTD | -9.1% | +108.6% | -117.6% | -18.1% |
| 1Y | -1.7% | +45.7% | -47.3% | -7.8% |
| 3Y | +67.3% | -0.3% | +67.7% | +60.9% |
| 5Y | +52.1% | +113.0% | -60.9% | +31.1% |
| All | +295.2% | +23.2% | +271.9% | +163.7% |
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