+295.2%
TEL vs CP
+230.5%
+64.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.7% |
| 7D | -2.3% | -2.7% | +0.4% | -0.8% |
| 30D | -6.1% | -3.4% | -2.7% | -4.4% |
| 3M | +1.7% | -0.6% | +2.3% | +1.6% |
| 6M | +1.6% | +6.3% | -4.7% | -2.4% |
| YTD | -9.1% | +21.2% | -30.3% | -19.3% |
| 1Y | -1.7% | +20.0% | -21.7% | -12.5% |
| 3Y | +67.3% | +18.7% | +48.6% | +46.4% |
| 5Y | +52.1% | +34.8% | +17.3% | +21.1% |
| All | +295.2% | +230.5% | +64.7% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling