+606.1%
COST vs TEL
+316.2%
+289.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.7% |
| 7D | -1.2% | +1.6% | -2.8% | -1.6% |
| 30D | -4.7% | -0.7% | -4.1% | -4.7% |
| 3M | -7.1% | +2.4% | -9.6% | -8.1% |
| 6M | -8.5% | +4.1% | -12.7% | -10.8% |
| YTD | +5.4% | -5.8% | +11.2% | +5.3% |
| 1Y | -5.6% | +0.9% | -6.5% | -8.2% |
| 3Y | +68.5% | +72.6% | -4.1% | +34.8% |
| 5Y | +105.2% | +57.5% | +47.7% | +66.9% |
| All | +606.1% | +316.2% | +289.9% | +322.3% |
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