+81.2%
TEL vs COMP
-53.0%
+134.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +7.0% | +0.5% |
| 7D | -0.9% | +7.2% | -8.1% | -1.9% |
| 30D | -0.2% | +6.4% | -6.6% | -1.2% |
| 3M | +2.0% | -19.4% | +21.5% | +4.3% |
| 6M | +6.4% | +14.6% | -8.1% | +3.6% |
| YTD | -3.2% | -5.5% | +2.2% | -4.7% |
| 1Y | -11.2% | +13.7% | -24.8% | -14.5% |
| 3Y | +79.8% | +409.7% | -329.9% | +36.4% |
| 5Y | +46.6% | -17.0% | +63.6% | +26.8% |
| All | +81.2% | -53.0% | +134.2% | +68.3% |
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