+295.2%
TEL vs STZ
-10.3%
+305.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.7% |
| 7D | -2.3% | -4.1% | +1.8% | -0.8% |
| 30D | -6.1% | -7.6% | +1.5% | -3.5% |
| 3M | +1.7% | -12.3% | +14.0% | +6.1% |
| 6M | +1.6% | -16.3% | +17.9% | +7.4% |
| YTD | -9.1% | -8.4% | -0.7% | -8.3% |
| 1Y | -1.7% | -10.8% | +9.2% | -0.1% |
| 3Y | +67.3% | -49.0% | +116.3% | +109.7% |
| 5Y | +52.1% | -36.5% | +88.6% | +71.4% |
| All | +295.2% | -10.3% | +305.5% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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