+72.6%
TEL vs CAH
+176.8%
-104.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | +1.6% | -5.1% | +6.7% | +2.2% |
| 30D | -0.7% | +0.2% | -0.8% | -0.7% |
| 3M | +2.4% | +6.3% | -3.9% | +1.7% |
| 6M | +4.1% | +9.4% | -5.3% | +3.0% |
| YTD | -5.8% | +15.0% | -20.8% | -7.3% |
| 1Y | +0.9% | +55.4% | -54.6% | -4.6% |
| 3Y | +72.6% | +173.8% | -101.2% | +50.3% |
| All | +72.6% | +176.8% | -104.2% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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