-10.3%
TEL vs COMP
+16.3%
-26.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | -0.4% | +2.2% | -2.6% | -0.8% |
| 30D | +1.0% | +16.3% | -15.3% | -1.8% |
| 3M | +0.7% | -19.1% | +19.9% | +3.6% |
| 6M | +7.3% | +17.1% | -9.8% | +2.6% |
| YTD | -2.5% | -2.9% | +0.4% | -8.8% |
| 1Y | -10.3% | +8.8% | -19.1% | -17.9% |
| All | -10.3% | +16.3% | -26.6% | -17.9% |
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