+309.3%
TEL vs CFG
+316.8%
-7.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.0% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | -0.7% | -4.6% | +4.0% | +1.4% |
| 3M | +2.4% | +6.7% | -4.2% | -0.7% |
| 6M | +4.1% | +22.1% | -18.0% | -4.8% |
| YTD | -5.8% | +23.2% | -29.0% | -14.6% |
| 1Y | +0.9% | +40.3% | -39.4% | -13.8% |
| 3Y | +72.6% | +187.9% | -115.3% | +4.4% |
| 5Y | +57.5% | +102.0% | -44.4% | +8.1% |
| All | +309.3% | +316.8% | -7.5% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling