+288.4%
TEL vs CNH
+107.0%
+181.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | +1.0% |
| 7D | +5.6% | +6.4% | -0.8% | +2.6% |
| 30D | +0.9% | -1.6% | +2.5% | +1.2% |
| 3M | +2.1% | +11.6% | -9.5% | -4.6% |
| 6M | +2.7% | +12.5% | -9.8% | -5.2% |
| YTD | -3.2% | +31.1% | -34.3% | -17.4% |
| 1Y | -10.6% | +17.0% | -27.6% | -19.7% |
| 3Y | +79.8% | +28.7% | +51.1% | +48.1% |
| 5Y | +43.3% | -17.4% | +60.7% | +40.0% |
| All | +288.4% | +107.0% | +181.3% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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