+309.3%
TEL vs SNY
+64.5%
+244.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | +1.6% | -3.3% | +4.9% | +2.7% |
| 30D | -0.7% | -2.2% | +1.5% | 0.0% |
| 3M | +2.4% | -3.0% | +5.5% | +3.2% |
| 6M | +4.1% | +2.7% | +1.4% | +3.0% |
| YTD | -5.8% | -6.8% | +1.0% | -4.0% |
| 1Y | +0.9% | -5.3% | +6.1% | +2.1% |
| 3Y | +72.6% | -9.8% | +82.4% | +73.1% |
| 5Y | +57.5% | +9.7% | +47.9% | +42.4% |
| All | +309.3% | +64.5% | +244.8% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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