+51.8%
TEL vs CFG
+99.7%
-47.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | -4.1% | -4.5% | +0.4% | -2.2% |
| 3M | -2.6% | +6.3% | -8.9% | -5.3% |
| 6M | 0.0% | +20.6% | -20.6% | -7.8% |
| YTD | -9.1% | +21.2% | -30.3% | -16.7% |
| 1Y | -0.8% | +38.2% | -39.0% | -14.3% |
| 3Y | +67.4% | +185.9% | -118.6% | +4.3% |
| 5Y | +51.8% | +97.0% | -45.2% | +9.8% |
| All | +51.8% | +99.7% | -47.9% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling