+72.6%
TEL vs SPMO
+155.8%
-83.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.2% |
| 7D | +1.6% | -0.9% | +2.5% | +2.3% |
| 30D | -0.7% | -1.9% | +1.3% | +0.8% |
| 3M | +2.4% | -1.4% | +3.8% | +2.5% |
| 6M | +4.1% | +25.5% | -21.4% | -15.7% |
| YTD | -5.8% | +24.8% | -30.7% | -23.3% |
| 1Y | +0.9% | +24.5% | -23.6% | -17.5% |
| 3Y | +72.6% | +157.1% | -84.5% | -24.7% |
| All | +72.6% | +155.8% | -83.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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