+299.4%
TEL vs CMS
+116.0%
+183.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | +1.2% | +0.2% | +1.1% | +1.2% |
| 30D | -4.1% | -1.3% | -2.8% | -3.7% |
| 3M | -2.6% | -5.4% | +2.8% | -1.2% |
| 6M | 0.0% | -10.3% | +10.4% | +3.1% |
| YTD | -9.1% | -0.2% | -8.8% | -9.5% |
| 1Y | -0.8% | -0.9% | 0.0% | -1.3% |
| 3Y | +67.4% | +34.0% | +33.4% | +47.8% |
| 5Y | +51.8% | +23.6% | +28.2% | +36.6% |
| 10Y | +299.4% | +122.2% | +177.2% | +232.6% |
| All | +299.4% | +116.0% | +183.5% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling