+10.7%
CARR vs TEL
+56.5%
-45.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.1% | -0.8% |
| 7D | -3.8% | +1.6% | -5.4% | -4.7% |
| 30D | -8.9% | -0.7% | -8.2% | -8.8% |
| 3M | -17.3% | +2.4% | -19.7% | -19.3% |
| 6M | -1.4% | +4.1% | -5.5% | -5.3% |
| YTD | +10.0% | -5.8% | +15.8% | +11.2% |
| 1Y | -6.4% | +0.9% | -7.2% | -10.7% |
| 3Y | +1.5% | +72.6% | -71.1% | -35.7% |
| All | +10.7% | +56.5% | -45.8% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling