+668.7%
TEL vs CMI
+1,649.1%
-980.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.4% |
| 7D | -2.3% | +0.8% | -3.1% | -2.7% |
| 30D | -6.1% | -12.8% | +6.7% | +0.5% |
| 3M | +1.7% | -12.4% | +14.1% | +7.9% |
| 6M | +1.6% | -0.9% | +2.5% | +0.8% |
| YTD | -9.1% | +8.9% | -17.9% | -14.3% |
| 1Y | -1.7% | +37.7% | -39.4% | -17.9% |
| 3Y | +67.3% | +148.9% | -81.5% | +2.2% |
| 5Y | +52.1% | +164.4% | -112.3% | -10.4% |
| 10Y | +299.3% | +506.9% | -207.6% | +55.8% |
| All | +668.7% | +1,649.1% | -980.3% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling