+718.3%
TEL vs STT
+287.3%
+431.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | +5.6% | +5.1% | +0.4% | +3.6% |
| 30D | +0.9% | -0.2% | +1.1% | +1.1% |
| 3M | +2.1% | -8.1% | +10.2% | +5.5% |
| 6M | +2.7% | +16.6% | -13.9% | -3.3% |
| YTD | -3.2% | +37.8% | -41.1% | -14.5% |
| 1Y | -10.6% | +46.8% | -57.4% | -22.8% |
| 3Y | +79.8% | +181.2% | -101.3% | +21.1% |
| 5Y | +43.3% | +105.1% | -61.9% | +5.8% |
| 10Y | +287.5% | +202.3% | +85.1% | +138.7% |
| All | +718.3% | +287.3% | +431.0% | +265.6% |
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