+79.8%
TEL vs CFG
+187.2%
-107.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | -0.2% | +2.8% | -3.0% | -1.3% |
| 3M | +2.0% | -10.1% | +12.1% | +6.8% |
| 6M | +6.4% | +3.2% | +3.2% | +4.6% |
| YTD | -3.2% | +14.2% | -17.4% | -9.3% |
| 1Y | -11.2% | +27.4% | -38.6% | -20.6% |
| 3Y | +79.8% | +187.6% | -107.8% | +18.0% |
| All | +79.8% | +187.2% | -107.5% | +18.0% |
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