+43.3%
TEL vs SNAP
-90.3%
+133.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | +5.6% | +2.6% | +3.0% | +5.2% |
| 30D | +0.9% | -19.6% | +20.4% | +3.4% |
| 3M | +2.1% | +0.4% | +1.7% | +1.6% |
| 6M | +2.7% | -5.9% | +8.7% | +2.6% |
| YTD | -3.2% | -35.3% | +32.1% | 0.0% |
| 1Y | -10.6% | -42.6% | +32.0% | -6.4% |
| 3Y | +79.8% | -53.9% | +133.7% | +83.9% |
| 5Y | +43.3% | -90.3% | +133.6% | +61.8% |
| All | +43.3% | -90.3% | +133.6% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling