+285.8%
TEL vs STRL
+3,697.3%
-3,411.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | 0.0% |
| 7D | +4.5% | +15.7% | -11.1% | +1.1% |
| 30D | +2.9% | -35.5% | +38.4% | +11.9% |
| 3M | +1.1% | -47.1% | +48.3% | +14.4% |
| 6M | +5.0% | -65.8% | +70.8% | +27.9% |
| YTD | -3.9% | -4.5% | +0.6% | -12.8% |
| 1Y | -7.4% | -10.5% | +3.0% | -14.9% |
| 3Y | +81.0% | +340.6% | -259.6% | +1.2% |
| 5Y | +42.3% | +911.0% | -868.7% | -40.0% |
| All | +285.8% | +3,697.3% | -3,411.5% | +8.9% |
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