+295.2%
TEL vs CNH
+157.1%
+138.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.2% |
| 7D | -2.3% | -2.5% | +0.2% | -1.4% |
| 30D | -6.1% | +27.0% | -33.1% | -16.1% |
| 3M | +1.7% | +32.6% | -30.9% | -11.4% |
| 6M | +1.6% | +23.6% | -22.0% | -9.1% |
| YTD | -9.1% | +47.8% | -56.9% | -25.5% |
| 1Y | -1.7% | +21.3% | -22.9% | -12.3% |
| 3Y | +67.3% | +7.0% | +60.4% | +52.0% |
| 5Y | +52.1% | +10.2% | +41.9% | +31.1% |
| All | +295.2% | +157.1% | +138.1% | +123.3% |
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