+676.4%
TEL vs SW
+730.4%
-54.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -6.2% |
| 7D | -7.4% | +4.7% | -12.0% | -7.7% |
| 30D | -6.0% | +5.0% | -11.0% | -6.4% |
| 3M | -5.0% | -7.3% | +2.4% | -4.4% |
| 6M | +0.5% | +15.0% | -14.5% | -0.7% |
| YTD | -8.3% | +18.5% | -26.8% | -9.8% |
| 1Y | -16.2% | +27.1% | -43.4% | -18.0% |
| 3Y | +71.6% | +49.3% | +22.2% | +65.9% |
| 5Y | +40.4% | -1.6% | +42.1% | +36.9% |
| 10Y | +292.1% | +185.4% | +106.7% | +259.3% |
| All | +676.4% | +730.4% | -54.0% | +581.1% |
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