+985.4%
TEL vs STLA
+152.6%
+832.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | +0.9% |
| 7D | +5.6% | -13.1% | +18.6% | +9.4% |
| 30D | +0.9% | -13.3% | +14.1% | +4.2% |
| 3M | +2.1% | -27.9% | +29.9% | +10.2% |
| 6M | +2.7% | -47.8% | +50.5% | +20.3% |
| YTD | -3.2% | -64.6% | +61.3% | +23.3% |
| 1Y | -10.6% | -64.0% | +53.4% | +13.2% |
| 3Y | +79.8% | -76.8% | +156.7% | +146.7% |
| 5Y | +43.3% | -74.2% | +117.4% | +87.6% |
| 10Y | +287.5% | -5.4% | +292.8% | +281.0% |
| All | +985.4% | +152.6% | +832.8% | +869.3% |
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 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