+337.5%
COP vs TEL
+301.8%
+35.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | -2.3% | +3.3% | +2.1% |
| 30D | +9.6% | -6.1% | +15.6% | +12.7% |
| 3M | +15.0% | +1.7% | +13.3% | +12.3% |
| 6M | +21.8% | +1.6% | +20.1% | +15.5% |
| YTD | +49.6% | -9.1% | +58.7% | +49.0% |
| 1Y | +49.9% | -1.7% | +51.5% | +41.1% |
| 3Y | +22.6% | +67.3% | -44.7% | -20.4% |
| 5Y | +193.6% | +52.1% | +141.5% | +94.1% |
| All | +337.5% | +301.8% | +35.8% | +50.4% |
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