+428.4%
TEL vs CNH
+36.2%
+392.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +4.5% | +3.0% | +1.5% | +3.1% |
| 30D | +2.9% | -0.6% | +3.5% | +2.8% |
| 3M | +1.1% | +14.6% | -13.5% | -5.9% |
| 6M | +5.0% | +11.8% | -6.8% | -2.1% |
| YTD | -3.9% | +30.4% | -34.3% | -16.5% |
| 1Y | -7.4% | +19.1% | -26.5% | -16.6% |
| 3Y | +81.0% | +30.2% | +50.8% | +51.9% |
| 5Y | +42.3% | -17.8% | +60.1% | +40.1% |
| 10Y | +284.8% | +103.9% | +180.9% | +152.3% |
| All | +428.4% | +36.2% | +392.2% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling