+356.6%
TEL vs CFG
+362.1%
-5.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -0.4% | -0.8% | +0.4% | +0.1% |
| 30D | +1.0% | +3.1% | -2.2% | -0.3% |
| 3M | +0.7% | -9.7% | +10.4% | +5.3% |
| 6M | +7.3% | +6.7% | +0.6% | +3.9% |
| YTD | -2.5% | +15.2% | -17.7% | -8.9% |
| 1Y | -10.3% | +28.8% | -39.0% | -20.2% |
| 3Y | +81.1% | +190.1% | -108.9% | +9.8% |
| 5Y | +45.3% | +63.4% | -18.1% | +9.8% |
| 10Y | +290.3% | +219.8% | +70.5% | +91.7% |
| All | +356.6% | +362.1% | -5.5% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling