+683.8%
TEL vs SPY
+621.4%
+62.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +3.0% | +0.1% | +2.8% | +2.8% |
| 30D | -3.9% | +0.1% | -4.0% | -4.0% |
| 3M | -5.1% | +2.0% | -7.1% | -7.1% |
| 6M | +0.6% | +13.0% | -12.4% | -12.4% |
| YTD | -7.3% | +13.5% | -20.8% | -19.6% |
| 1Y | +1.1% | +20.0% | -18.8% | -17.4% |
| 3Y | +63.7% | +77.2% | -13.5% | -14.7% |
| 5Y | +50.7% | +81.9% | -31.2% | -23.2% |
| 10Y | +290.2% | +314.1% | -23.9% | -21.7% |
| All | +683.8% | +621.4% | +62.5% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling