+294.5%
CVS vs TEL
+708.6%
-414.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -1.6% | -1.4% | -0.1% | -1.2% |
| 30D | +0.4% | -4.9% | +5.3% | +1.7% |
| 3M | -0.4% | +0.1% | -0.5% | -0.9% |
| 6M | +25.1% | +0.4% | +24.8% | +23.6% |
| YTD | +23.9% | -8.9% | +32.8% | +24.9% |
| 1Y | +41.1% | -0.3% | +41.4% | +37.7% |
| 3Y | +63.6% | +67.6% | -4.0% | +32.3% |
| 5Y | +31.5% | +50.7% | -19.2% | +7.9% |
| 10Y | +40.5% | +288.6% | -248.1% | -18.7% |
| All | +294.5% | +708.6% | -414.1% | +62.8% |
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