+683.8%
TEL vs CI
+485.9%
+197.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | +3.0% | +1.3% | +1.7% | +2.5% |
| 30D | -3.9% | +4.4% | -8.4% | -5.5% |
| 3M | -5.1% | +0.7% | -5.8% | -5.8% |
| 6M | +0.6% | +0.3% | +0.3% | -0.4% |
| YTD | -7.3% | +3.8% | -11.1% | -9.5% |
| 1Y | +1.1% | -5.5% | +6.6% | +0.6% |
| 3Y | +63.7% | +8.1% | +55.6% | +49.0% |
| 5Y | +50.7% | +42.8% | +7.9% | +20.7% |
| 10Y | +290.2% | +143.9% | +146.3% | +140.0% |
| All | +683.8% | +485.9% | +197.9% | +154.9% |
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