+46.6%
TEL vs STRL
+900.6%
-854.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.9% | -19.8% | +18.9% | +2.5% |
| 30D | -0.2% | -43.6% | +43.3% | +10.0% |
| 3M | +2.0% | -45.2% | +47.2% | +12.7% |
| 6M | +6.4% | -65.7% | +72.2% | +26.4% |
| YTD | -3.2% | -5.4% | +2.2% | -11.9% |
| 1Y | -11.2% | -24.7% | +13.5% | -15.1% |
| 3Y | +79.8% | +335.0% | -255.3% | +1.8% |
| 5Y | +46.6% | +915.3% | -868.7% | -46.2% |
| All | +46.6% | +900.6% | -854.0% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling