-66.1%
C vs TEL
+762.9%
-829.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | -2.0% |
| 7D | -0.9% | +0.6% | -1.5% | -1.5% |
| 30D | -5.4% | +0.2% | -5.6% | -6.0% |
| 3M | -9.2% | +1.5% | -10.7% | -11.4% |
| 6M | -1.8% | +6.9% | -8.7% | -9.2% |
| YTD | +6.7% | -2.8% | +9.5% | +3.6% |
| 1Y | +23.5% | -8.8% | +32.3% | +25.4% |
| 3Y | +219.8% | +84.3% | +135.5% | +76.2% |
| 5Y | +112.4% | +46.8% | +65.6% | +36.2% |
| 10Y | +220.1% | +294.7% | -74.6% | -16.3% |
| All | -66.1% | +762.9% | -829.0% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling