+683.8%
TEL vs COO
+425.3%
+258.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | +3.0% | -2.2% | +5.2% | +4.0% |
| 30D | -3.9% | -7.0% | +3.1% | -0.8% |
| 3M | -5.1% | +12.2% | -17.3% | -10.9% |
| 6M | +0.6% | -15.1% | +15.7% | +7.5% |
| YTD | -7.3% | -15.1% | +7.8% | -1.1% |
| 1Y | +1.1% | +2.3% | -1.2% | -1.7% |
| 3Y | +63.7% | -23.7% | +87.4% | +75.1% |
| 5Y | +50.7% | -38.9% | +89.6% | +76.6% |
| 10Y | +290.2% | +49.9% | +240.2% | +190.5% |
| All | +683.8% | +425.3% | +258.6% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling