+285.8%
TEL vs STLA
-4.1%
+289.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | +4.5% | -13.8% | +18.3% | +10.0% |
| 30D | +2.9% | -10.5% | +13.4% | +6.3% |
| 3M | +1.1% | -28.9% | +30.0% | +12.8% |
| 6M | +5.0% | -49.7% | +54.7% | +32.1% |
| YTD | -3.9% | -64.9% | +61.0% | +34.6% |
| 1Y | -7.4% | -64.0% | +56.6% | +28.0% |
| 3Y | +81.0% | -77.4% | +158.4% | +183.0% |
| 5Y | +42.3% | -74.4% | +116.7% | +104.1% |
| All | +285.8% | -4.1% | +289.9% | +242.3% |
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