+309.3%
TEL vs COO
+17.0%
+292.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | +1.6% | -22.5% | +24.1% | +12.7% |
| 30D | -0.7% | -29.7% | +29.1% | +15.1% |
| 3M | +2.4% | -20.1% | +22.6% | +11.4% |
| 6M | +4.1% | -26.9% | +31.0% | +17.7% |
| YTD | -5.8% | -34.2% | +28.4% | +11.5% |
| 1Y | +0.9% | -21.3% | +22.1% | +9.2% |
| 3Y | +72.6% | -38.7% | +111.3% | +100.9% |
| 5Y | +57.5% | -52.2% | +109.8% | +104.5% |
| All | +309.3% | +17.0% | +292.4% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling