+295.2%
TEL vs CI
+144.3%
+150.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | -6.1% | +3.1% | -9.2% | -7.0% |
| 3M | +1.7% | -4.5% | +6.2% | +2.7% |
| 6M | +1.6% | +8.3% | -6.6% | -1.5% |
| YTD | -9.1% | +3.8% | -12.9% | -10.9% |
| 1Y | -1.7% | -5.0% | +3.4% | -2.1% |
| 3Y | +67.3% | +5.8% | +61.6% | +54.4% |
| 5Y | +52.1% | +50.6% | +1.5% | +18.7% |
| All | +295.2% | +144.3% | +150.9% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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