+56.5%
TEL vs CBOE
+136.7%
-80.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.7% |
| 7D | +1.6% | -5.8% | +7.4% | +1.9% |
| 30D | -0.7% | -3.1% | +2.5% | -0.5% |
| 3M | +2.4% | -4.8% | +7.2% | +2.7% |
| 6M | +4.1% | -0.6% | +4.7% | +3.5% |
| YTD | -5.8% | +12.8% | -18.6% | -7.8% |
| 1Y | +0.9% | +19.8% | -18.9% | -2.2% |
| 3Y | +72.6% | +86.9% | -14.3% | +43.5% |
| All | +56.5% | +136.7% | -80.1% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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