+3.3%
CAT vs TEL
-10.3%
+13.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -6.3% | -0.9% | -5.4% | -5.8% |
| 30D | -26.8% | -0.2% | -26.6% | -26.7% |
| 3M | -30.0% | +2.0% | -32.1% | -30.9% |
| 6M | -34.6% | +6.4% | -41.0% | -37.0% |
| YTD | +2.9% | -3.2% | +6.2% | +1.2% |
| 1Y | +3.3% | -11.2% | +14.4% | +5.9% |
| All | +3.3% | -10.3% | +13.6% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling