+328.5%
COP vs TEL
+723.0%
-394.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +3.0% | +3.0% | 0.0% | +1.4% |
| 30D | +17.5% | -3.9% | +21.4% | +19.4% |
| 3M | +13.4% | -5.1% | +18.5% | +14.5% |
| 6M | +17.7% | +0.6% | +17.1% | +12.8% |
| YTD | +46.6% | -7.3% | +53.9% | +44.7% |
| 1Y | +44.6% | +1.1% | +43.5% | +35.2% |
| 3Y | +20.7% | +63.7% | -43.0% | -15.9% |
| 5Y | +185.0% | +50.7% | +134.4% | +101.1% |
| 10Y | +347.0% | +290.2% | +56.8% | +84.6% |
| All | +328.5% | +723.0% | -394.5% | +2.5% |
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