+295.2%
TEL vs STRL
+6,846.4%
-6,551.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -2.3% | +5.4% | -7.7% | -3.5% |
| 30D | -6.1% | -9.0% | +2.9% | -4.3% |
| 3M | +1.7% | -37.1% | +38.7% | +10.3% |
| 6M | +1.6% | +17.8% | -16.2% | -9.2% |
| YTD | -9.1% | +58.3% | -67.4% | -24.8% |
| 1Y | -1.7% | +61.0% | -62.7% | -20.0% |
| 3Y | +67.3% | +517.8% | -450.5% | -10.2% |
| 5Y | +52.1% | +2,119.0% | -2,066.9% | -44.6% |
| All | +295.2% | +6,846.4% | -6,551.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STRL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling