+5.0%
TEL vs STZ
+4.3%
+0.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.6% |
| 7D | +4.5% | +2.6% | +1.9% | +4.9% |
| 30D | +2.9% | +15.2% | -12.3% | +5.2% |
| 3M | +1.1% | +7.6% | -6.5% | +3.3% |
| 6M | +5.0% | +5.3% | -0.3% | +7.4% |
| All | +5.0% | +4.3% | +0.7% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling