+51.8%
TEL vs STZ
-38.0%
+89.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +1.2% | -6.0% | +7.3% | +2.9% |
| 30D | -4.1% | -8.9% | +4.8% | -1.8% |
| 3M | -2.6% | -12.6% | +10.0% | +0.6% |
| 6M | 0.0% | -17.2% | +17.2% | +4.7% |
| YTD | -9.1% | -10.0% | +1.0% | -8.6% |
| 1Y | -0.8% | -14.3% | +13.5% | +1.2% |
| 3Y | +67.4% | -49.9% | +117.3% | +106.5% |
| 5Y | +51.8% | -38.2% | +90.0% | +56.8% |
| All | +51.8% | -38.0% | +89.7% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling