+668.9%
TEL vs CAH
+645.6%
+23.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +1.2% | -2.2% | +3.5% | +2.3% |
| 30D | -4.1% | +1.2% | -5.3% | -4.7% |
| 3M | -2.6% | +13.1% | -15.7% | -8.1% |
| 6M | 0.0% | +8.5% | -8.5% | -4.2% |
| YTD | -9.1% | +17.6% | -26.7% | -16.6% |
| 1Y | -0.8% | +60.7% | -61.5% | -22.0% |
| 3Y | +67.4% | +183.2% | -115.8% | -2.3% |
| 5Y | +51.8% | +402.2% | -350.4% | -34.9% |
| 10Y | +299.4% | +302.3% | -2.9% | +71.6% |
| All | +668.9% | +645.6% | +23.3% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling