+1.1%
TEL vs SN
+46.4%
-45.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | 0.0% |
| 7D | +3.0% | -9.3% | +12.3% | +6.4% |
| 30D | -3.9% | -4.8% | +0.9% | -2.6% |
| 3M | -5.1% | +40.4% | -45.5% | -17.7% |
| 6M | +0.6% | +50.9% | -50.3% | -16.1% |
| YTD | -7.3% | +54.9% | -62.2% | -22.3% |
| 1Y | +1.1% | +43.0% | -41.9% | -15.3% |
| All | +1.1% | +46.4% | -45.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling