+674.0%
CAT vs TEL
+290.5%
+383.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -6.3% | -0.9% | -5.4% | -5.6% |
| 30D | -26.8% | -0.2% | -26.6% | -26.7% |
| 3M | -30.0% | +2.0% | -32.1% | -31.1% |
| 6M | -34.6% | +6.4% | -41.0% | -37.5% |
| YTD | +2.9% | -3.2% | +6.2% | +3.2% |
| 1Y | +3.3% | -11.2% | +14.4% | +9.2% |
| 3Y | +153.7% | +79.8% | +73.9% | +67.7% |
| 5Y | +207.3% | +46.6% | +160.7% | +126.7% |
| 10Y | +674.0% | +288.1% | +385.9% | +205.3% |
| All | +674.0% | +290.5% | +383.6% | +205.3% |
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