+66.7%
TEL vs SPG
+104.3%
-37.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.5% |
| 7D | +1.2% | -2.7% | +3.9% | +2.5% |
| 30D | -4.1% | -7.3% | +3.2% | -0.8% |
| 3M | -2.6% | -3.5% | +0.9% | -1.4% |
| 6M | 0.0% | +8.5% | -8.5% | -4.1% |
| YTD | -9.1% | +13.0% | -22.0% | -14.7% |
| 1Y | -0.8% | +18.0% | -18.9% | -9.1% |
| All | +66.7% | +104.3% | -37.6% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling