+309.3%
TEL vs STLA
+55.1%
+254.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.8% |
| 7D | +1.6% | -2.9% | +4.5% | +2.7% |
| 30D | -0.7% | +0.9% | -1.6% | -1.3% |
| 3M | +2.4% | -21.6% | +24.1% | +11.1% |
| 6M | +4.1% | -21.6% | +25.8% | +12.3% |
| YTD | -5.8% | -50.4% | +44.6% | +17.4% |
| 1Y | +0.9% | -43.6% | +44.5% | +18.2% |
| 3Y | +72.6% | -66.4% | +139.0% | +134.2% |
| 5Y | +57.5% | -62.3% | +119.9% | +97.5% |
| All | +309.3% | +55.1% | +254.3% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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