+81.0%
TEL vs STLA
-77.1%
+158.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.4% |
| 7D | +4.5% | -13.8% | +18.3% | +8.3% |
| 30D | +2.9% | -10.5% | +13.4% | +5.3% |
| 3M | +1.1% | -28.9% | +30.0% | +9.4% |
| 6M | +5.0% | -49.7% | +54.7% | +23.8% |
| YTD | -3.9% | -64.9% | +61.0% | +22.4% |
| 1Y | -7.4% | -64.0% | +56.6% | +16.6% |
| 3Y | +81.0% | -77.4% | +158.4% | +139.2% |
| All | +81.0% | -77.1% | +158.1% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling