+66.7%
TEL vs COR
+85.9%
-19.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | +1.2% | -3.9% | +5.1% | +1.1% |
| 30D | -4.1% | -0.3% | -3.8% | -4.1% |
| 3M | -2.6% | +15.9% | -18.4% | -2.0% |
| 6M | 0.0% | -10.3% | +10.3% | +0.8% |
| YTD | -9.1% | -3.7% | -5.4% | -7.8% |
| 1Y | -0.8% | +9.1% | -9.9% | +1.5% |
| All | +66.7% | +85.9% | -19.2% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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