+712.7%
TEL vs CAG
+49.2%
+663.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +4.5% | -3.3% | +7.9% | +5.6% |
| 30D | +2.9% | +7.7% | -4.8% | -0.1% |
| 3M | +1.1% | -3.2% | +4.3% | +1.3% |
| 6M | +5.0% | +7.0% | -2.0% | +0.9% |
| YTD | -3.9% | -9.0% | +5.1% | -3.1% |
| 1Y | -7.4% | -9.6% | +2.2% | -6.6% |
| 3Y | +81.0% | -36.0% | +117.0% | +101.8% |
| 5Y | +42.3% | -40.9% | +83.2% | +60.6% |
| 10Y | +284.8% | -37.3% | +322.1% | +289.6% |
| All | +712.7% | +49.2% | +663.5% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling