+712.7%
TEL vs STZ
+631.3%
+81.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +4.5% | +2.6% | +1.9% | +3.5% |
| 30D | +2.9% | +15.2% | -12.3% | -3.1% |
| 3M | +1.1% | +7.6% | -6.5% | -2.6% |
| 6M | +5.0% | +5.3% | -0.3% | +1.3% |
| YTD | -3.9% | +8.6% | -12.5% | -9.7% |
| 1Y | -7.4% | +15.6% | -23.0% | -15.4% |
| 3Y | +81.0% | -35.2% | +116.1% | +104.8% |
| 5Y | +42.3% | -29.1% | +71.4% | +53.8% |
| 10Y | +284.8% | +12.9% | +271.9% | +225.3% |
| All | +712.7% | +631.3% | +81.4% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling