+269.3%
C vs TEL
+67.5%
+201.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | +0.2% |
| 7D | +3.2% | -1.4% | +4.6% | +3.9% |
| 30D | +1.3% | -4.9% | +6.2% | +3.6% |
| 3M | +3.1% | +0.1% | +3.0% | +2.3% |
| 6M | +29.6% | +0.4% | +29.3% | +27.0% |
| YTD | +19.0% | -8.9% | +27.9% | +21.8% |
| 1Y | +45.6% | -0.3% | +46.0% | +39.5% |
| 3Y | +269.3% | +67.6% | +201.7% | +151.1% |
| All | +269.3% | +67.5% | +201.7% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling