+1,534.7%
CAT vs TEL
+723.0%
+811.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +1.7% | +3.0% | -1.2% | -0.3% |
| 30D | -6.6% | -3.9% | -2.6% | -4.4% |
| 3M | -13.3% | -5.1% | -8.2% | -10.8% |
| 6M | +11.6% | +0.6% | +11.0% | +10.0% |
| YTD | +42.9% | -7.3% | +50.2% | +47.4% |
| 1Y | +95.4% | +1.1% | +94.3% | +90.6% |
| 3Y | +196.6% | +63.7% | +132.9% | +111.6% |
| 5Y | +321.7% | +50.7% | +271.0% | +209.8% |
| 10Y | +1,140.8% | +290.2% | +850.6% | +387.6% |
| All | +1,534.7% | +723.0% | +811.7% | +221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling