+56.5%
TEL vs SPXS
-86.0%
+142.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +2.6% |
| 7D | +1.6% | +2.5% | -0.9% | +2.7% |
| 30D | -0.7% | +4.2% | -4.9% | +1.2% |
| 3M | +2.4% | -9.3% | +11.7% | -0.5% |
| 6M | +4.1% | -30.7% | +34.8% | -7.7% |
| YTD | -5.8% | -28.1% | +22.2% | -14.6% |
| 1Y | +0.9% | -35.1% | +35.9% | -11.0% |
| 3Y | +72.6% | -79.6% | +152.2% | +9.7% |
| All | +56.5% | -86.0% | +142.5% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling