+295.2%
TEL vs STT
+267.9%
+27.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | -1.4% | -0.9% | -1.6% |
| 30D | -6.1% | +2.2% | -8.2% | -7.2% |
| 3M | +1.7% | +18.8% | -17.1% | -7.1% |
| 6M | +1.6% | +57.9% | -56.3% | -19.4% |
| YTD | -9.1% | +51.0% | -60.1% | -26.5% |
| 1Y | -1.7% | +77.1% | -78.8% | -26.6% |
| 3Y | +67.3% | +199.8% | -132.5% | -4.7% |
| 5Y | +52.1% | +156.0% | -103.9% | -10.2% |
| All | +295.2% | +267.9% | +27.3% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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