+82.2%
TEL vs CAPR
+264.4%
-182.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +8.0% | -0.7% |
| 7D | +5.6% | +19.1% | -13.5% | +5.4% |
| 30D | +0.9% | +48.8% | -48.0% | +0.6% |
| 3M | +2.1% | +144.4% | -142.3% | +1.3% |
| 6M | +2.7% | -67.5% | +70.2% | +2.9% |
| YTD | -3.2% | -64.5% | +61.3% | -3.1% |
| 1Y | -10.6% | +74.4% | -85.1% | -12.5% |
| All | +82.2% | +264.4% | -182.2% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling