+0.9%
TEL vs CMI
+39.5%
-38.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.0% |
| 7D | +1.6% | -0.7% | +2.3% | +1.9% |
| 30D | -0.7% | -12.4% | +11.7% | +6.0% |
| 3M | +2.4% | -14.8% | +17.2% | +9.7% |
| 6M | +4.1% | +0.8% | +3.3% | +0.3% |
| YTD | -5.8% | +10.2% | -16.0% | -13.5% |
| 1Y | +0.9% | +37.4% | -36.6% | -13.8% |
| All | +0.9% | +39.5% | -38.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling