+718.3%
TEL vs CI
+517.8%
+200.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | +5.6% | -1.7% | +7.3% | +6.2% |
| 30D | +0.9% | +4.9% | -4.0% | -1.0% |
| 3M | +2.1% | +7.4% | -5.3% | -0.9% |
| 6M | +2.7% | +0.4% | +2.3% | +1.4% |
| YTD | -3.2% | +9.5% | -12.7% | -7.7% |
| 1Y | -10.6% | +12.0% | -22.6% | -15.5% |
| 3Y | +79.8% | +7.1% | +72.7% | +64.3% |
| 5Y | +43.3% | +49.3% | -6.1% | +12.6% |
| 10Y | +287.5% | +146.6% | +140.9% | +137.3% |
| All | +718.3% | +517.8% | +200.4% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling