+668.9%
TEL vs SRE
+417.0%
+251.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | +1.2% | +1.5% | -0.2% | +0.4% |
| 30D | -4.1% | +0.8% | -4.9% | -4.9% |
| 3M | -2.6% | -5.8% | +3.2% | -0.2% |
| 6M | 0.0% | -7.8% | +7.8% | +3.5% |
| YTD | -9.1% | -2.4% | -6.7% | -8.9% |
| 1Y | -0.8% | +8.9% | -9.7% | -6.7% |
| 3Y | +67.4% | +31.1% | +36.3% | +36.2% |
| 5Y | +51.8% | +48.6% | +3.1% | +12.7% |
| 10Y | +299.4% | +126.1% | +173.3% | +109.5% |
| All | +668.9% | +417.0% | +251.9% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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