+46.6%
TEL vs SW
+2.5%
+44.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -0.9% | +2.2% | -3.1% | -1.3% |
| 30D | -0.2% | +7.4% | -7.7% | -1.5% |
| 3M | +2.0% | -5.9% | +8.0% | +3.0% |
| 6M | +6.4% | +9.0% | -2.5% | +4.5% |
| YTD | -3.2% | +18.1% | -21.4% | -6.5% |
| 1Y | -11.2% | +28.7% | -39.8% | -15.3% |
| 3Y | +79.8% | +48.8% | +31.0% | +68.8% |
| 5Y | +46.6% | +2.5% | +44.1% | +36.4% |
| All | +46.6% | +2.5% | +44.1% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling