+778.7%
CB vs TEL
+759.0%
+19.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | +8.2% | -0.2% | +8.4% | +7.8% |
| 3M | +6.3% | +2.0% | +4.3% | +4.6% |
| 6M | +16.2% | +6.4% | +9.8% | +11.4% |
| YTD | +19.3% | -3.2% | +22.6% | +16.7% |
| 1Y | +29.2% | -11.2% | +40.4% | +30.2% |
| 3Y | +71.4% | +79.8% | -8.3% | +22.8% |
| 5Y | +104.2% | +46.6% | +57.7% | +56.8% |
| 10Y | +246.7% | +288.1% | -41.5% | +63.7% |
| All | +778.7% | +759.0% | +19.8% | +144.2% |
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