+285.8%
TEL vs SW
+177.1%
+108.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +4.5% | -2.9% | +7.4% | +4.9% |
| 30D | +2.9% | +5.0% | -2.1% | +2.2% |
| 3M | +1.1% | -13.7% | +14.8% | +3.1% |
| 6M | +5.0% | +8.0% | -3.0% | +3.7% |
| YTD | -3.9% | +14.0% | -17.8% | -5.9% |
| 1Y | -7.4% | +25.6% | -33.1% | -10.5% |
| 3Y | +81.0% | +40.1% | +40.9% | +72.5% |
| 5Y | +42.3% | -2.6% | +44.9% | +36.8% |
| All | +285.8% | +177.1% | +108.7% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling