+712.7%
TEL vs COR
+2,078.8%
-1,366.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.9% |
| 7D | +4.5% | +7.8% | -3.3% | +1.2% |
| 30D | +2.9% | +7.0% | -4.1% | 0.0% |
| 3M | +1.1% | +16.3% | -15.1% | -5.4% |
| 6M | +5.0% | +41.3% | -36.3% | -10.2% |
| YTD | -3.9% | +7.1% | -11.0% | -8.9% |
| 1Y | -7.4% | -0.8% | -6.6% | -9.3% |
| 3Y | +81.0% | +85.0% | -4.0% | +28.6% |
| 5Y | +42.3% | +203.9% | -161.6% | -22.3% |
| 10Y | +284.8% | +510.3% | -225.4% | +35.1% |
| All | +712.7% | +2,078.8% | -1,366.0% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling