+82.1%
TEL vs COMP
-49.2%
+131.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +5.0% |
| 7D | +0.6% | +14.5% | -14.0% | -1.2% |
| 30D | +0.2% | +14.9% | -14.7% | -1.7% |
| 3M | +1.5% | -14.2% | +15.7% | +3.0% |
| 6M | +6.9% | +23.7% | -16.8% | +3.1% |
| YTD | -2.8% | +2.1% | -4.9% | -5.2% |
| 1Y | -8.8% | +26.2% | -35.0% | -13.3% |
| 3Y | +84.3% | +470.9% | -386.6% | +37.9% |
| 5Y | +46.8% | -14.0% | +60.8% | +26.3% |
| All | +82.1% | -49.2% | +131.3% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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