+132.2%
COP vs TEL
+42.2%
+90.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +4.4% | +4.5% | -0.1% | +3.4% |
| 30D | 0.0% | +2.9% | -2.9% | -0.9% |
| 3M | +15.0% | +1.1% | +13.9% | +14.2% |
| 6M | +22.0% | +5.0% | +17.0% | +19.1% |
| YTD | +55.3% | -3.9% | +59.2% | +53.0% |
| 1Y | +64.1% | -7.4% | +71.6% | +63.6% |
| 3Y | +34.1% | +81.0% | -46.9% | +0.8% |
| All | +132.2% | +42.2% | +90.1% | +91.1% |
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 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