+66.7%
TEL vs CAG
-37.6%
+104.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +1.2% | -6.6% | +7.8% | +1.6% |
| 30D | -4.1% | +2.3% | -6.4% | -4.3% |
| 3M | -2.6% | +16.3% | -18.9% | -3.5% |
| 6M | 0.0% | -16.0% | +16.1% | +1.6% |
| YTD | -9.1% | -7.7% | -1.4% | -8.6% |
| 1Y | -0.8% | -16.0% | +15.2% | +0.7% |
| All | +66.7% | -37.6% | +104.2% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling