+685.0%
TEL vs SW
+755.0%
-70.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | +3.0% | -5.1% | +8.0% | +3.4% |
| 30D | -3.9% | -4.6% | +0.7% | -3.6% |
| 3M | -5.1% | +9.4% | -14.5% | -5.9% |
| 6M | +0.6% | +3.5% | -2.9% | +0.1% |
| YTD | -7.3% | +22.0% | -29.3% | -9.0% |
| 1Y | +1.1% | +2.2% | -1.1% | +0.5% |
| 3Y | +63.7% | +19.6% | +44.1% | +60.1% |
| 5Y | +50.7% | -2.3% | +53.0% | +46.8% |
| 10Y | +290.2% | +181.4% | +108.8% | +257.0% |
| All | +685.0% | +755.0% | -70.0% | +587.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling