+295.2%
TEL vs CASY
+464.4%
-169.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.3% | -17.2% | +15.0% | +2.6% |
| 30D | -6.1% | -24.4% | +18.3% | +1.1% |
| 3M | +1.7% | -31.4% | +33.1% | +12.2% |
| 6M | +1.6% | -8.9% | +10.5% | +1.5% |
| YTD | -9.1% | +13.8% | -22.9% | -15.6% |
| 1Y | -1.7% | +17.0% | -18.6% | -9.9% |
| 3Y | +67.3% | +163.1% | -95.8% | +11.8% |
| 5Y | +52.1% | +239.0% | -186.9% | -9.0% |
| All | +295.2% | +464.4% | -169.2% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CASY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling