+683.8%
TEL vs STT
+330.8%
+353.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +3.0% | +0.5% | +2.5% | +2.7% |
| 30D | -3.9% | +3.9% | -7.8% | -5.4% |
| 3M | -5.1% | +20.0% | -25.1% | -11.6% |
| 6M | +0.6% | +55.3% | -54.7% | -15.0% |
| YTD | -7.3% | +53.3% | -60.6% | -21.4% |
| 1Y | +1.1% | +74.7% | -73.6% | -18.4% |
| 3Y | +63.7% | +205.8% | -142.1% | +6.6% |
| 5Y | +50.7% | +145.0% | -94.3% | +3.9% |
| 10Y | +290.2% | +266.0% | +24.2% | +124.1% |
| All | +683.8% | +330.8% | +353.0% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling