+56.5%
TEL vs SM
+108.4%
-51.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.6% | +4.6% | -3.0% | +1.0% |
| 30D | -0.7% | +18.2% | -18.9% | -3.0% |
| 3M | +2.4% | +22.5% | -20.1% | -1.1% |
| 6M | +4.1% | +50.6% | -46.4% | -4.3% |
| YTD | -5.8% | +108.1% | -113.9% | -19.0% |
| 1Y | +0.9% | +46.0% | -45.1% | -7.6% |
| 3Y | +72.6% | +2.9% | +69.7% | +62.3% |
| All | +56.5% | +108.4% | -51.9% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling