+718.3%
TEL vs STRL
+1,265.9%
-547.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +5.6% | +23.4% | -17.9% | +0.7% |
| 30D | +0.9% | -39.5% | +40.4% | +11.1% |
| 3M | +2.1% | -45.1% | +47.1% | +14.3% |
| 6M | +2.7% | -64.6% | +67.3% | +23.5% |
| YTD | -3.2% | -1.5% | -1.7% | -11.4% |
| 1Y | -10.6% | -20.8% | +10.2% | -14.3% |
| 3Y | +79.8% | +353.1% | -273.3% | +7.7% |
| 5Y | +43.3% | +942.9% | -899.6% | -31.7% |
| 10Y | +287.5% | +3,847.6% | -3,560.2% | +24.3% |
| All | +718.3% | +1,265.9% | -547.7% | +177.2% |
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 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