+59.4%
TEL vs SN
+650.0%
-590.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | 0.0% |
| 7D | +5.6% | +1.4% | +4.2% | +5.2% |
| 30D | +0.9% | +16.6% | -15.7% | -2.8% |
| 3M | +2.1% | +18.3% | -16.2% | -2.3% |
| 6M | +2.7% | +103.1% | -100.4% | -14.2% |
| YTD | -3.2% | +96.7% | -99.9% | -18.6% |
| 1Y | -10.6% | +134.3% | -144.9% | -27.4% |
| 3Y | +79.8% | +425.2% | -345.4% | +33.6% |
| All | +59.4% | +650.0% | -590.6% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling