+56.5%
TEL vs CAG
-43.1%
+99.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | +1.6% | -5.7% | +7.3% | +2.3% |
| 30D | -0.7% | -2.4% | +1.7% | -0.5% |
| 3M | +2.4% | +9.8% | -7.4% | +1.1% |
| 6M | +4.1% | -10.8% | +15.0% | +5.8% |
| YTD | -5.8% | -10.8% | +5.0% | -4.8% |
| 1Y | +0.9% | -19.0% | +19.8% | +3.5% |
| 3Y | +72.6% | -39.7% | +112.3% | +84.6% |
| All | +56.5% | -43.1% | +99.6% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling