+2,257.9%
COST vs TEL
+707.4%
+1,550.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -2.8% | +1.2% | -4.0% | -3.1% |
| 30D | -5.3% | -4.1% | -1.2% | -4.3% |
| 3M | -6.7% | -2.6% | -4.1% | -6.5% |
| 6M | -9.9% | 0.0% | -10.0% | -11.2% |
| YTD | +5.1% | -9.1% | +14.2% | +6.0% |
| 1Y | -7.3% | -0.8% | -6.5% | -9.4% |
| 3Y | +70.4% | +67.4% | +3.0% | +39.7% |
| 5Y | +104.4% | +51.8% | +52.7% | +71.0% |
| 10Y | +609.0% | +299.4% | +309.6% | +329.8% |
| All | +2,257.9% | +707.4% | +1,550.6% | +966.9% |
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