+683.8%
TEL vs SM
+12.2%
+671.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | 0.0% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -3.9% | +26.3% | -30.2% | -7.7% |
| 3M | -5.1% | +8.7% | -13.8% | -7.3% |
| 6M | +0.6% | +51.7% | -51.1% | -8.0% |
| YTD | -7.3% | +99.0% | -106.3% | -19.4% |
| 1Y | +1.1% | +34.6% | -33.4% | -6.6% |
| 3Y | +63.7% | -7.8% | +71.4% | +56.7% |
| 5Y | +50.7% | +104.8% | -54.1% | +20.8% |
| 10Y | +290.2% | +7.2% | +282.9% | +144.2% |
| All | +683.8% | +12.2% | +671.6% | +156.7% |
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 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