+67.6%
TEL vs STT
+203.8%
-136.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.1% |
| 7D | -1.4% | +2.2% | -3.6% | -2.6% |
| 30D | -4.9% | +3.9% | -8.8% | -7.0% |
| 3M | +0.1% | +19.2% | -19.1% | -9.8% |
| 6M | +0.4% | +60.4% | -60.0% | -23.7% |
| YTD | -8.9% | +51.5% | -60.4% | -28.7% |
| 1Y | -0.3% | +76.3% | -76.6% | -28.5% |
| 3Y | +67.6% | +200.7% | -133.1% | -11.1% |
| All | +67.6% | +203.8% | -136.2% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling