-0.3%
TEL vs COMP
+11.9%
-12.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.3% |
| 7D | -1.4% | +4.1% | -5.5% | -2.0% |
| 30D | -4.9% | -14.5% | +9.7% | -2.8% |
| 3M | +0.1% | +41.8% | -41.7% | -5.4% |
| 6M | +0.4% | +23.6% | -23.2% | -5.6% |
| YTD | -8.9% | +1.7% | -10.6% | -13.6% |
| 1Y | -0.3% | +12.6% | -12.9% | -7.3% |
| All | -0.3% | +11.9% | -12.2% | -7.3% |
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 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