+242.0%
COF vs TEL
+316.2%
-74.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -2.3% |
| 7D | -5.1% | +1.6% | -6.7% | -6.4% |
| 30D | -6.0% | -0.7% | -5.4% | -6.0% |
| 3M | +14.8% | +2.4% | +12.4% | +11.3% |
| 6M | +15.3% | +4.1% | +11.2% | +8.1% |
| YTD | -13.0% | -5.8% | -7.2% | -12.4% |
| 1Y | -5.7% | +0.9% | -6.6% | -11.7% |
| 3Y | +118.1% | +72.6% | +45.5% | +23.3% |
| 5Y | +46.2% | +57.5% | -11.3% | -11.8% |
| All | +242.0% | +316.2% | -74.2% | -8.1% |
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