+670.3%
TEL vs CG
+351.2%
+319.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.3% |
| 7D | +3.0% | -4.3% | +7.3% | +4.7% |
| 30D | -3.9% | -5.1% | +1.2% | -2.2% |
| 3M | -5.1% | +8.7% | -13.8% | -8.6% |
| 6M | +0.6% | -9.2% | +9.8% | +3.8% |
| YTD | -7.3% | -18.9% | +11.6% | -0.6% |
| 1Y | +1.1% | -25.6% | +26.8% | +11.7% |
| 3Y | +63.7% | +57.3% | +6.4% | +28.5% |
| 5Y | +50.7% | +10.2% | +40.5% | +31.2% |
| 10Y | +290.2% | +364.2% | -74.1% | +102.6% |
| All | +670.3% | +351.2% | +319.2% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling