+683.8%
TEL vs CMS
+629.9%
+53.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | -3.9% | -3.6% | -0.3% | -2.1% |
| 3M | -5.1% | -1.9% | -3.2% | -4.7% |
| 6M | +0.6% | -11.0% | +11.6% | +6.1% |
| YTD | -7.3% | +0.2% | -7.5% | -8.3% |
| 1Y | +1.1% | -1.3% | +2.5% | +0.5% |
| 3Y | +63.7% | +35.9% | +27.8% | +33.2% |
| 5Y | +50.7% | +23.1% | +27.6% | +26.9% |
| 10Y | +290.2% | +117.9% | +172.3% | +112.2% |
| All | +683.8% | +629.9% | +53.9% | +27.6% |
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 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