+1,123.7%
CAT vs TEL
+301.8%
+821.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.6% | -2.3% | +2.9% | +2.1% |
| 30D | -4.5% | -6.1% | +1.5% | -0.9% |
| 3M | -5.8% | +1.7% | -7.5% | -7.2% |
| 6M | +12.7% | +1.6% | +11.1% | +10.2% |
| YTD | +41.4% | -9.1% | +50.5% | +47.5% |
| 1Y | +92.1% | -1.7% | +93.7% | +90.1% |
| 3Y | +197.5% | +67.3% | +130.1% | +105.7% |
| 5Y | +327.9% | +52.1% | +275.8% | +206.9% |
| All | +1,123.7% | +301.8% | +821.9% | +371.3% |
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