+294.7%
C vs TEL
+291.3%
+3.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.9% |
| 7D | +2.6% | +1.2% | +1.4% | +1.7% |
| 30D | +1.9% | -4.1% | +6.0% | +4.6% |
| 3M | +2.8% | -2.6% | +5.4% | +3.6% |
| 6M | +30.6% | 0.0% | +30.5% | +27.3% |
| YTD | +19.9% | -9.1% | +28.9% | +23.6% |
| 1Y | +44.6% | -0.8% | +45.4% | +38.3% |
| 3Y | +272.1% | +67.4% | +204.8% | +133.2% |
| 5Y | +132.0% | +51.8% | +80.2% | +51.0% |
| 10Y | +294.7% | +299.4% | -4.8% | +14.6% |
| All | +294.7% | +291.3% | +3.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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