+290.3%
TEL vs COO
+40.2%
+250.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -0.4% | -2.3% | +1.9% | +0.7% |
| 30D | +1.0% | +13.3% | -12.3% | -4.6% |
| 3M | +0.7% | -18.1% | +18.8% | +8.7% |
| 6M | +7.3% | +6.7% | +0.6% | +1.6% |
| YTD | -2.5% | -23.2% | +20.7% | +7.6% |
| 1Y | -10.3% | -12.3% | +2.0% | -7.2% |
| 3Y | +81.1% | -23.6% | +104.7% | +89.9% |
| 5Y | +45.3% | -38.7% | +84.0% | +67.5% |
| 10Y | +290.3% | +42.2% | +248.1% | +228.6% |
| All | +290.3% | +40.2% | +250.1% | +228.6% |
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