+56.5%
TEL vs CAH
+393.5%
-337.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | +1.6% | -5.1% | +6.7% | +2.7% |
| 30D | -0.7% | +0.2% | -0.8% | -0.7% |
| 3M | +2.4% | +6.3% | -3.9% | +1.0% |
| 6M | +4.1% | +9.4% | -5.3% | +2.0% |
| YTD | -5.8% | +15.0% | -20.8% | -8.9% |
| 1Y | +0.9% | +55.4% | -54.6% | -9.6% |
| 3Y | +72.6% | +173.8% | -101.2% | +29.6% |
| All | +56.5% | +393.5% | -337.0% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling