+50.7%
TEL vs CAPR
+87.6%
-36.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.9% | -1.7% |
| 7D | -1.4% | -9.5% | +8.0% | -1.4% |
| 30D | -4.9% | +121.5% | -126.4% | -5.8% |
| 3M | +0.1% | -65.4% | +65.5% | +0.5% |
| 6M | +0.4% | -67.5% | +67.9% | +0.8% |
| YTD | -8.9% | -68.6% | +59.7% | -8.6% |
| 1Y | -0.3% | +42.7% | -43.0% | -3.6% |
| 3Y | +67.6% | +43.4% | +24.3% | +52.5% |
| 5Y | +50.7% | +86.0% | -35.4% | +29.9% |
| All | +50.7% | +87.6% | -36.9% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling