+670.1%
TEL vs SMTC
+882.6%
-212.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.0% | -11.7% | -4.9% |
| 7D | -1.4% | +22.9% | -24.4% | -8.1% |
| 30D | -4.9% | +16.6% | -21.5% | -10.7% |
| 3M | +0.1% | +2.4% | -2.3% | -4.6% |
| 6M | +0.4% | +98.3% | -97.9% | -25.3% |
| YTD | -8.9% | +120.7% | -129.6% | -35.2% |
| 1Y | -0.3% | +168.3% | -168.6% | -34.5% |
| 3Y | +67.6% | +571.7% | -504.1% | -38.0% |
| 5Y | +50.7% | +114.0% | -63.3% | -15.7% |
| 10Y | +288.6% | +497.0% | -208.4% | +21.7% |
| All | +670.1% | +882.6% | -212.5% | +50.0% |
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