+72.6%
TEL vs CMI
+150.2%
-77.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.0% |
| 7D | +1.6% | -0.7% | +2.3% | +2.0% |
| 30D | -0.7% | -12.4% | +11.7% | +6.3% |
| 3M | +2.4% | -14.8% | +17.2% | +10.3% |
| 6M | +4.1% | +0.8% | +3.3% | +1.6% |
| YTD | -5.8% | +10.2% | -16.0% | -12.8% |
| 1Y | +0.9% | +37.4% | -36.6% | -17.1% |
| 3Y | +72.6% | +153.3% | -80.7% | +0.2% |
| All | +72.6% | +150.2% | -77.6% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling