+700.3%
CAT vs TEL
+293.2%
+407.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.4% |
| 7D | +1.7% | -0.4% | +2.1% | +2.1% |
| 30D | -24.6% | +1.0% | -25.5% | -25.0% |
| 3M | -28.5% | +0.7% | -29.2% | -29.0% |
| 6M | -34.8% | +7.3% | -42.1% | -38.0% |
| YTD | +5.9% | -2.5% | +8.4% | +5.7% |
| 1Y | +6.8% | -10.3% | +17.1% | +12.2% |
| 3Y | +161.1% | +81.1% | +80.0% | +71.7% |
| 5Y | +213.4% | +45.3% | +168.2% | +132.6% |
| 10Y | +700.3% | +290.3% | +410.0% | +214.4% |
| All | +700.3% | +293.2% | +407.2% | +214.4% |
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