+724.3%
TEL vs CMS
+648.3%
+75.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.4% | -1.1% | +0.8% | +0.2% |
| 30D | +1.0% | +6.6% | -5.6% | -2.5% |
| 3M | +0.7% | +0.8% | -0.1% | 0.0% |
| 6M | +7.3% | -3.3% | +10.6% | +8.2% |
| YTD | -2.5% | +2.7% | -5.2% | -5.0% |
| 1Y | -10.3% | -4.0% | -6.2% | -9.5% |
| 3Y | +81.1% | +37.6% | +43.5% | +46.5% |
| 5Y | +45.3% | +35.4% | +9.8% | +15.9% |
| 10Y | +290.3% | +136.0% | +154.3% | +101.8% |
| All | +724.3% | +648.3% | +75.9% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling