+67.6%
TEL vs STRL
+531.3%
-463.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.3% |
| 7D | -1.4% | +10.1% | -11.6% | -3.0% |
| 30D | -4.9% | -8.2% | +3.3% | -3.7% |
| 3M | +0.1% | -43.7% | +43.8% | +8.6% |
| 6M | +0.4% | +27.1% | -26.7% | -9.4% |
| YTD | -8.9% | +64.0% | -72.9% | -22.0% |
| 1Y | -0.3% | +75.2% | -75.5% | -16.2% |
| 3Y | +67.6% | +539.9% | -472.3% | +7.7% |
| All | +67.6% | +531.3% | -463.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling