-1.7%
TEL vs SPG
+19.7%
-21.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.3% | -2.2% | -0.1% | -1.5% |
| 30D | -6.1% | -5.8% | -0.3% | -4.0% |
| 3M | +1.7% | -2.8% | +4.5% | +2.1% |
| 6M | +1.6% | +8.9% | -7.3% | -2.1% |
| YTD | -9.1% | +14.3% | -23.4% | -12.9% |
| 1Y | -1.7% | +19.5% | -21.1% | -6.2% |
| All | -1.7% | +19.7% | -21.4% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling