+670.1%
TEL vs CHD
+919.0%
-248.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -1.0% |
| 7D | -1.4% | -2.9% | +1.5% | -0.3% |
| 30D | -4.9% | -6.2% | +1.3% | -2.6% |
| 3M | +0.1% | +1.6% | -1.5% | -0.9% |
| 6M | +0.4% | -3.5% | +3.9% | +1.2% |
| YTD | -8.9% | +16.2% | -25.1% | -15.0% |
| 1Y | -0.3% | +3.4% | -3.7% | -3.0% |
| 3Y | +67.6% | +4.6% | +63.0% | +58.4% |
| 5Y | +50.7% | +21.1% | +29.5% | +30.1% |
| 10Y | +288.6% | +126.5% | +162.1% | +119.1% |
| All | +670.1% | +919.0% | -248.9% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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