+56.5%
TEL vs CMI
+164.8%
-108.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.9% |
| 7D | +1.6% | -0.7% | +2.3% | +2.0% |
| 30D | -0.7% | -12.4% | +11.7% | +7.1% |
| 3M | +2.4% | -14.8% | +17.2% | +11.2% |
| 6M | +4.1% | +0.8% | +3.3% | +1.4% |
| YTD | -5.8% | +10.2% | -16.0% | -13.6% |
| 1Y | +0.9% | +37.4% | -36.6% | -19.3% |
| 3Y | +72.6% | +153.3% | -80.7% | -9.0% |
| All | +56.5% | +164.8% | -108.3% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling