+309.3%
TEL vs CG
+314.7%
-5.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.3% |
| 7D | +1.6% | -9.9% | +11.4% | +6.2% |
| 30D | -0.7% | -11.7% | +11.0% | +4.5% |
| 3M | +2.4% | -4.3% | +6.7% | +3.7% |
| 6M | +4.1% | -8.8% | +12.9% | +7.4% |
| YTD | -5.8% | -26.9% | +21.0% | +6.2% |
| 1Y | +0.9% | -35.4% | +36.3% | +19.7% |
| 3Y | +72.6% | +43.0% | +29.6% | +36.0% |
| 5Y | +57.5% | +1.9% | +55.6% | +38.5% |
| All | +309.3% | +314.7% | -5.4% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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