+52.7%
TEL vs SN
+490.7%
-438.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +3.0% | -9.3% | +12.3% | +5.3% |
| 30D | -3.9% | -4.8% | +0.9% | -3.0% |
| 3M | -5.1% | +40.4% | -45.5% | -13.1% |
| 6M | +0.6% | +50.9% | -50.3% | -9.8% |
| YTD | -7.3% | +54.9% | -62.2% | -17.2% |
| 1Y | +1.1% | +43.0% | -41.9% | -8.6% |
| 3Y | +63.7% | +391.8% | -328.1% | +28.3% |
| All | +52.7% | +490.7% | -438.0% | +19.8% |
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