+203.9%
CAT vs TEL
+67.5%
+136.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +2.1% |
| 7D | +5.6% | -1.4% | +7.0% | +6.4% |
| 30D | -2.3% | -4.9% | +2.5% | +0.6% |
| 3M | -10.0% | +0.1% | -10.1% | -10.4% |
| 6M | +21.2% | +0.4% | +20.9% | +19.0% |
| YTD | +44.4% | -8.9% | +53.4% | +49.8% |
| 1Y | +96.3% | -0.3% | +96.6% | +91.2% |
| 3Y | +203.9% | +67.6% | +136.3% | +107.0% |
| All | +203.9% | +67.5% | +136.4% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling