+51.8%
TEL vs SPG
+104.0%
-52.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +1.2% |
| 7D | +1.2% | -1.7% | +2.9% | +2.1% |
| 30D | -4.1% | -6.3% | +2.2% | -0.7% |
| 3M | -2.6% | -2.4% | -0.1% | -1.7% |
| 6M | 0.0% | +9.6% | -9.6% | -5.3% |
| YTD | -9.1% | +14.2% | -23.3% | -16.0% |
| 1Y | -0.8% | +19.3% | -20.1% | -10.9% |
| 3Y | +67.4% | +106.7% | -39.3% | +6.3% |
| 5Y | +51.8% | +104.2% | -52.5% | -6.4% |
| All | +51.8% | +104.0% | -52.3% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling