+939.7%
TEL vs STLA
+263.8%
+675.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.7% |
| 7D | +3.0% | +2.6% | +0.4% | +2.3% |
| 30D | -3.9% | -1.2% | -2.7% | -3.8% |
| 3M | -5.1% | -24.8% | +19.7% | +1.8% |
| 6M | +0.6% | -25.6% | +26.2% | +7.9% |
| YTD | -7.3% | -48.9% | +41.7% | +8.1% |
| 1Y | +1.1% | -38.8% | +39.9% | +11.3% |
| 3Y | +63.7% | -64.5% | +128.2% | +102.0% |
| 5Y | +50.7% | -62.4% | +113.1% | +80.0% |
| 10Y | +290.2% | +55.4% | +234.8% | +244.0% |
| All | +939.7% | +263.8% | +675.9% | +749.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling