+718.3%
TEL vs CAPR
-99.0%
+817.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +8.0% | -0.6% |
| 7D | +5.6% | +19.1% | -13.5% | +5.3% |
| 30D | +0.9% | +48.8% | -48.0% | +0.3% |
| 3M | +2.1% | +144.4% | -142.3% | +0.6% |
| 6M | +2.7% | -67.5% | +70.2% | +3.1% |
| YTD | -3.2% | -64.5% | +61.3% | -3.1% |
| 1Y | -10.6% | +74.4% | -85.1% | -14.7% |
| 3Y | +79.8% | +265.7% | -185.9% | +66.4% |
| 5Y | +43.3% | +196.0% | -152.7% | +31.9% |
| 10Y | +287.5% | -62.4% | +349.8% | +244.4% |
| All | +718.3% | -99.0% | +817.3% | +662.1% |
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