-1.6%
TEL vs SN
+47.2%
-48.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +1.0% |
| 7D | +1.2% | -3.4% | +4.6% | +2.5% |
| 30D | -4.1% | -9.1% | +5.0% | -1.2% |
| 3M | -2.6% | +31.8% | -34.3% | -13.6% |
| 6M | 0.0% | +52.0% | -52.0% | -16.8% |
| YTD | -9.1% | +51.3% | -60.4% | -23.3% |
| All | -1.6% | +47.2% | -48.8% | -17.9% |
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