+696.3%
TEL vs SNY
+130.1%
+566.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | +1.6% | -3.3% | +4.9% | +3.2% |
| 30D | -0.7% | -2.2% | +1.5% | +0.3% |
| 3M | +2.4% | -3.0% | +5.5% | +3.5% |
| 6M | +4.1% | +2.7% | +1.4% | +2.4% |
| YTD | -5.8% | -6.8% | +1.0% | -3.2% |
| 1Y | +0.9% | -5.3% | +6.1% | +2.4% |
| 3Y | +72.6% | -9.8% | +82.4% | +71.9% |
| 5Y | +57.5% | +9.7% | +47.9% | +37.4% |
| 10Y | +313.6% | +64.5% | +249.1% | +175.5% |
| All | +696.3% | +130.1% | +566.2% | +245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling