+66.7%
TEL vs SM
-1.2%
+67.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -4.1% | +20.3% | -24.4% | -5.8% |
| 3M | -2.6% | +22.9% | -25.5% | -5.0% |
| 6M | 0.0% | +47.8% | -47.8% | -6.6% |
| YTD | -9.1% | +107.5% | -116.5% | -21.0% |
| 1Y | -0.8% | +51.7% | -52.6% | -8.4% |
| All | +66.7% | -1.2% | +67.9% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling