+290.3%
TEL vs STRL
+4,073.8%
-3,783.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | -0.3% |
| 7D | -0.4% | +7.1% | -7.5% | -2.1% |
| 30D | +1.0% | -39.4% | +40.4% | +11.3% |
| 3M | +0.7% | -43.0% | +43.7% | +12.0% |
| 6M | +7.3% | -65.0% | +72.3% | +30.1% |
| YTD | -2.5% | -0.8% | -1.7% | -12.3% |
| 1Y | -10.3% | -20.3% | +10.0% | -15.1% |
| 3Y | +81.1% | +356.5% | -275.4% | +0.6% |
| 5Y | +45.3% | +952.8% | -907.6% | -39.3% |
| 10Y | +290.3% | +3,877.1% | -3,586.8% | +9.1% |
| All | +290.3% | +4,073.8% | -3,783.5% | +9.1% |
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