+66.7%
TEL vs CG
+48.1%
+18.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +1.4% |
| 7D | +1.2% | -6.4% | +7.6% | +3.8% |
| 30D | -4.1% | -7.1% | +3.0% | -1.7% |
| 3M | -2.6% | -1.6% | -1.0% | -2.5% |
| 6M | 0.0% | -8.3% | +8.3% | +2.7% |
| YTD | -9.1% | -23.8% | +14.7% | -0.4% |
| 1Y | -0.8% | -28.7% | +27.9% | +10.9% |
| All | +66.7% | +48.1% | +18.6% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling