+219.1%
TEL vs SNAP
-77.9%
+297.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.1% |
| 7D | +1.2% | -5.0% | +6.2% | +1.8% |
| 30D | -4.1% | -0.7% | -3.4% | -4.2% |
| 3M | -2.6% | -5.0% | +2.4% | -2.5% |
| 6M | 0.0% | +3.5% | -3.5% | -1.5% |
| YTD | -9.1% | -34.2% | +25.1% | -5.8% |
| 1Y | -0.8% | -27.1% | +26.2% | +1.2% |
| 3Y | +67.4% | -43.5% | +110.8% | +67.9% |
| 5Y | +51.8% | -92.9% | +144.6% | +77.5% |
| All | +219.1% | -77.9% | +297.0% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling