+309.3%
TEL vs SPXS
-99.6%
+408.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +2.6% |
| 7D | +1.6% | +2.5% | -0.9% | +2.6% |
| 30D | -0.7% | +4.2% | -4.9% | +1.1% |
| 3M | +2.4% | -9.3% | +11.7% | -0.4% |
| 6M | +4.1% | -30.7% | +34.8% | -7.3% |
| YTD | -5.8% | -28.1% | +22.2% | -14.3% |
| 1Y | +0.9% | -35.1% | +35.9% | -10.6% |
| 3Y | +72.6% | -79.6% | +152.2% | +10.8% |
| 5Y | +57.5% | -86.3% | +143.8% | +4.5% |
| All | +309.3% | -99.6% | +408.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling