+67.6%
TEL vs CFG
+193.0%
-125.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.3% |
| 7D | -1.4% | +2.7% | -4.1% | -2.6% |
| 30D | -4.9% | -3.7% | -1.2% | -3.4% |
| 3M | +0.1% | +9.5% | -9.4% | -4.0% |
| 6M | +0.4% | +22.2% | -21.9% | -8.0% |
| YTD | -8.9% | +22.3% | -31.2% | -16.9% |
| 1Y | -0.3% | +39.4% | -39.8% | -14.2% |
| 3Y | +67.6% | +188.5% | -120.9% | +9.3% |
| All | +67.6% | +193.0% | -125.4% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling