+409.6%
TEL vs CNH
+64.7%
+345.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -2.0% |
| 7D | +3.0% | +23.3% | -20.3% | -5.7% |
| 30D | -3.9% | +33.5% | -37.4% | -15.0% |
| 3M | -5.1% | +32.7% | -37.8% | -16.3% |
| 6M | +0.6% | +22.2% | -21.6% | -8.7% |
| YTD | -7.3% | +57.7% | -65.0% | -24.6% |
| 1Y | +1.1% | +28.0% | -26.8% | -10.7% |
| 3Y | +63.7% | +11.5% | +52.2% | +47.8% |
| 5Y | +50.7% | +11.9% | +38.8% | +32.0% |
| 10Y | +290.2% | +162.8% | +127.4% | +135.3% |
| All | +409.6% | +64.7% | +345.0% | +220.1% |
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