-10.7%
TEL vs COMP
+25.5%
-36.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +4.7% |
| 7D | +0.6% | +14.5% | -14.0% | -1.7% |
| 30D | +0.2% | +14.9% | -14.7% | -2.3% |
| 3M | +1.5% | -14.2% | +15.7% | +3.4% |
| 6M | +6.9% | +23.7% | -16.8% | +1.4% |
| YTD | -2.8% | +2.1% | -4.9% | -9.6% |
| All | -10.7% | +25.5% | -36.2% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling