+72.6%
TEL vs SU
+120.0%
-47.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +1.6% | +2.2% | -0.6% | +1.2% |
| 30D | -0.7% | +8.4% | -9.1% | -1.9% |
| 3M | +2.4% | +12.1% | -9.7% | +0.4% |
| 6M | +4.1% | +19.7% | -15.5% | -0.8% |
| YTD | -5.8% | +58.4% | -64.2% | -17.4% |
| 1Y | +0.9% | +67.2% | -66.4% | -13.0% |
| 3Y | +72.6% | +125.0% | -52.4% | +38.9% |
| All | +72.6% | +120.0% | -47.3% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 3y: compounded portfolio wealth divided by compounded SU 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…
3y analysis · Full analysis span regression · 6 months rolling