+66.5%
TEL vs SW
+19.6%
+46.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.7% |
| 7D | +3.0% | -5.1% | +8.0% | +4.2% |
| 30D | -3.9% | -4.6% | +0.7% | -2.9% |
| 3M | -5.1% | +9.4% | -14.5% | -7.5% |
| 6M | +0.6% | +3.5% | -2.9% | -1.2% |
| YTD | -7.3% | +22.0% | -29.3% | -12.4% |
| 1Y | +1.1% | +2.2% | -1.1% | -1.2% |
| All | +66.5% | +19.6% | +46.9% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling