+192.5%
COP vs TEL
+50.4%
+142.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.8% |
| 30D | +11.7% | -4.1% | +15.8% | +12.7% |
| 3M | +17.7% | -2.6% | +20.3% | +17.6% |
| 6M | +18.3% | 0.0% | +18.3% | +15.6% |
| YTD | +49.1% | -9.1% | +58.1% | +49.2% |
| 1Y | +53.3% | -0.8% | +54.2% | +47.7% |
| 3Y | +22.2% | +67.4% | -45.2% | -5.9% |
| All | +192.5% | +50.4% | +142.1% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling