+2,046.9%
CMG vs TEL
+707.4%
+1,339.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -6.5% | +1.2% | -7.7% | -7.0% |
| 30D | +12.1% | -4.1% | +16.2% | +13.8% |
| 3M | +20.6% | -2.6% | +23.2% | +20.8% |
| 6M | +2.1% | 0.0% | +2.1% | +0.4% |
| YTD | -2.6% | -9.1% | +6.4% | -0.9% |
| 1Y | -8.7% | -0.8% | -7.9% | -11.2% |
| 3Y | -7.4% | +67.4% | -74.7% | -30.4% |
| 5Y | -5.7% | +51.8% | -57.4% | -26.4% |
| 10Y | +322.3% | +299.4% | +22.9% | +107.8% |
| All | +2,046.9% | +707.4% | +1,339.6% | +583.2% |
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