+223.5%
CB vs TEL
+291.3%
-67.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -0.5% | +1.2% | -1.8% | -0.9% |
| 30D | -3.1% | -4.1% | +1.0% | -1.8% |
| 3M | +4.2% | -2.6% | +6.7% | +4.4% |
| 6M | +4.7% | 0.0% | +4.7% | +2.9% |
| YTD | +8.8% | -9.1% | +17.9% | +9.7% |
| 1Y | +22.6% | -0.8% | +23.5% | +18.4% |
| 3Y | +70.6% | +67.4% | +3.3% | +26.7% |
| 5Y | +99.4% | +51.8% | +47.7% | +51.3% |
| 10Y | +223.5% | +299.4% | -76.0% | +50.6% |
| All | +223.5% | +291.3% | -67.9% | +50.6% |
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