+42.4%
TEL vs CG
-23.0%
+65.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | +2.9% | +11.2% | -8.3% | -1.8% |
| 3M | +1.1% | -22.1% | +23.2% | +11.7% |
| 6M | +5.0% | -17.9% | +22.9% | +12.9% |
| YTD | -3.9% | -31.3% | +27.4% | +10.4% |
| 1Y | -7.4% | -24.0% | +16.5% | +1.8% |
| 3Y | +81.0% | +45.0% | +36.0% | +41.9% |
| All | +42.4% | -23.0% | +65.4% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling