+254.7%
COF vs TEL
+707.2%
-452.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.1% | -2.3% | -3.8% | -4.3% |
| 30D | -5.2% | -6.1% | +0.9% | -0.7% |
| 3M | +17.0% | +1.7% | +15.3% | +14.2% |
| 6M | +12.9% | +1.6% | +11.3% | +8.2% |
| YTD | -13.5% | -9.1% | -4.5% | -10.3% |
| 1Y | -5.9% | -1.7% | -4.2% | -9.5% |
| 3Y | +117.1% | +67.3% | +49.8% | +31.5% |
| 5Y | +45.4% | +52.1% | -6.7% | -5.7% |
| 10Y | +244.1% | +299.3% | -55.3% | +1.1% |
| All | +254.7% | +707.2% | -452.5% | -53.1% |
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 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