+683.8%
TEL vs STRL
+2,103.3%
-1,419.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.1% | -1.6% |
| 7D | +3.0% | +3.4% | -0.4% | +2.1% |
| 30D | -3.9% | -9.2% | +5.3% | -2.1% |
| 3M | -5.1% | -51.0% | +45.9% | +8.5% |
| 6M | +0.6% | +15.8% | -15.2% | -9.0% |
| YTD | -7.3% | +58.9% | -66.2% | -22.3% |
| 1Y | +1.1% | +68.5% | -67.4% | -17.3% |
| 3Y | +63.7% | +485.2% | -421.5% | -5.9% |
| 5Y | +50.7% | +2,005.1% | -1,954.4% | -37.7% |
| 10Y | +290.2% | +7,118.0% | -6,827.8% | +10.9% |
| All | +683.8% | +2,103.3% | -1,419.5% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling