+299.4%
TEL vs CAPR
-77.3%
+376.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | -0.1% |
| 7D | +1.2% | -12.6% | +13.9% | +1.4% |
| 30D | -4.1% | +124.4% | -128.5% | -5.7% |
| 3M | -2.6% | -66.8% | +64.2% | -1.9% |
| 6M | 0.0% | -71.8% | +71.8% | +0.9% |
| YTD | -9.1% | -70.1% | +61.0% | -8.4% |
| 1Y | -0.8% | +33.3% | -34.2% | -6.6% |
| 3Y | +67.4% | +36.7% | +30.7% | +51.9% |
| 5Y | +51.8% | +72.5% | -20.7% | +34.8% |
| 10Y | +299.4% | -77.3% | +376.7% | +234.9% |
| All | +299.4% | -77.3% | +376.7% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling