+683.8%
TEL vs CAPR
-99.1%
+782.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +3.0% | -2.0% | +4.9% | +3.0% |
| 30D | -3.9% | +139.2% | -143.1% | -5.2% |
| 3M | -5.1% | -66.4% | +61.3% | -4.7% |
| 6M | +0.6% | -63.1% | +63.7% | +0.9% |
| YTD | -7.3% | -67.4% | +60.1% | -6.9% |
| 1Y | +1.1% | +58.2% | -57.1% | -3.4% |
| 3Y | +63.7% | +42.2% | +21.5% | +53.6% |
| 5Y | +50.7% | +87.3% | -36.6% | +39.7% |
| 10Y | +290.2% | -75.3% | +365.4% | +248.1% |
| All | +683.8% | -99.1% | +782.9% | +631.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling