+295.3%
TEL vs STRL
+6,993.8%
-6,698.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.2% |
| 7D | +1.2% | +8.2% | -7.0% | -0.6% |
| 30D | -4.1% | -6.3% | +2.2% | -3.0% |
| 3M | -2.6% | -41.2% | +38.6% | +7.3% |
| 6M | 0.0% | +20.4% | -20.3% | -11.0% |
| YTD | -9.1% | +61.7% | -70.7% | -25.1% |
| 1Y | -0.8% | +72.7% | -73.5% | -20.7% |
| 3Y | +67.4% | +530.9% | -463.6% | -10.6% |
| 5Y | +51.8% | +2,125.4% | -2,073.6% | -44.8% |
| All | +295.3% | +6,993.8% | -6,698.6% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling