+712.7%
TEL vs SMTC
+592.4%
+120.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.6% |
| 7D | +4.5% | +11.0% | -6.5% | +0.8% |
| 30D | +2.9% | -28.5% | +31.4% | +11.8% |
| 3M | +1.1% | -14.2% | +15.4% | +1.4% |
| 6M | +5.0% | -18.0% | +23.0% | +2.7% |
| YTD | -3.9% | +55.5% | -59.4% | -26.1% |
| 1Y | -7.4% | +69.5% | -77.0% | -31.1% |
| 3Y | +81.0% | +699.7% | -618.7% | -40.2% |
| 5Y | +42.3% | +27.4% | +14.9% | -7.2% |
| 10Y | +284.8% | +335.7% | -50.9% | +28.3% |
| All | +712.7% | +592.4% | +120.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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