+225.3%
TEL vs SNAP
-77.2%
+302.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | +0.1% |
| 7D | +3.0% | +0.7% | +2.2% | +2.8% |
| 30D | -3.9% | +2.6% | -6.6% | -4.4% |
| 3M | -5.1% | -9.9% | +4.8% | -4.4% |
| 6M | +0.6% | +1.9% | -1.3% | -0.7% |
| YTD | -7.3% | -32.2% | +24.9% | -4.3% |
| 1Y | +1.1% | -22.8% | +24.0% | +2.5% |
| 3Y | +63.7% | -47.6% | +111.3% | +65.6% |
| 5Y | +50.7% | -92.7% | +143.4% | +75.7% |
| All | +225.3% | -77.2% | +302.5% | +183.1% |
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