+71.9%
TEL vs COMP
+353.8%
-281.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.7% | -10.4% | -1.0% |
| 7D | -2.8% | +13.4% | -16.3% | -4.3% |
| 30D | -4.1% | +11.1% | -15.2% | -5.5% |
| 3M | -3.4% | -18.8% | +15.5% | -1.4% |
| 6M | -3.5% | +10.5% | -14.0% | -5.5% |
| YTD | -8.0% | -3.4% | -4.6% | -10.0% |
| 1Y | -13.7% | +19.7% | -33.4% | -17.3% |
| 3Y | +71.9% | +381.6% | -309.7% | +34.8% |
| All | +71.9% | +353.8% | -281.9% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling