+1.5%
CARR vs TEL
+71.6%
-70.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.1% | -0.5% |
| 7D | -3.8% | +1.6% | -5.4% | -4.6% |
| 30D | -8.9% | -0.7% | -8.2% | -8.8% |
| 3M | -17.3% | +2.4% | -19.7% | -19.0% |
| 6M | -1.4% | +4.1% | -5.5% | -4.7% |
| YTD | +10.0% | -5.8% | +15.8% | +11.0% |
| 1Y | -6.4% | +0.9% | -7.2% | -10.6% |
| 3Y | +1.5% | +72.6% | -71.1% | -34.5% |
| All | +1.5% | +71.6% | -70.1% | -34.5% |
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