+718.3%
TEL vs SM
+0.9%
+717.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.5% |
| 7D | +5.6% | +10.6% | -5.0% | +3.8% |
| 30D | +0.9% | -15.0% | +15.9% | +3.0% |
| 3M | +2.1% | +1.7% | +0.4% | +0.9% |
| 6M | +2.7% | +5.9% | -3.2% | -0.3% |
| YTD | -3.2% | +79.0% | -82.2% | -15.1% |
| 1Y | -10.6% | +84.7% | -95.3% | -22.1% |
| 3Y | +79.8% | -3.5% | +83.3% | +69.9% |
| 5Y | +43.3% | +4.9% | +38.3% | +27.8% |
| 10Y | +287.5% | +17.7% | +269.8% | +135.2% |
| All | +718.3% | +0.9% | +717.3% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling