+724.3%
TEL vs STZ
+623.8%
+100.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.1% |
| 7D | -0.4% | -0.9% | +0.6% | 0.0% |
| 30D | +1.0% | +14.9% | -13.9% | -4.8% |
| 3M | +0.7% | +8.4% | -7.7% | -3.3% |
| 6M | +7.3% | +2.8% | +4.5% | +4.5% |
| YTD | -2.5% | +7.5% | -10.0% | -8.0% |
| 1Y | -10.3% | +12.5% | -22.8% | -17.0% |
| 3Y | +81.1% | -35.4% | +116.5% | +105.2% |
| 5Y | +45.3% | -29.3% | +74.6% | +57.2% |
| 10Y | +290.3% | +11.8% | +278.5% | +231.3% |
| All | +724.3% | +623.8% | +100.4% | +126.6% |
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