+239.6%
TEL vs SNAP
-78.3%
+317.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 1Y | -10.6% | -42.6% | +32.0% | -6.1% |
| 3Y | +79.8% | -53.9% | +133.7% | +84.6% |
| 5Y | +43.3% | -90.3% | +133.6% | +62.0% |
| All | +239.6% | -78.3% | +317.9% | +196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling