+51.6%
TEL vs COMP
-31.2%
+82.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +3.0% | +1.4% | +1.6% | +2.8% |
| 30D | -3.9% | -13.3% | +9.4% | -2.3% |
| 3M | -5.1% | +41.1% | -46.2% | -9.4% |
| 6M | +0.6% | +17.2% | -16.6% | -2.7% |
| YTD | -7.3% | +5.2% | -12.5% | -9.6% |
| 1Y | +1.1% | +18.9% | -17.8% | -3.3% |
| 3Y | +63.7% | +215.9% | -152.2% | +31.9% |
| All | +51.6% | -31.2% | +82.8% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling