+290.3%
TEL vs CP
+251.7%
+38.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | -0.7% | +0.3% | +0.1% |
| 30D | +1.0% | +9.6% | -8.7% | -4.1% |
| 3M | +0.7% | +2.2% | -1.5% | -0.8% |
| 6M | +7.3% | +11.1% | -3.8% | +0.5% |
| YTD | -2.5% | +28.2% | -30.7% | -16.4% |
| 1Y | -10.3% | +32.2% | -42.4% | -24.4% |
| 3Y | +81.1% | +35.5% | +45.6% | +46.5% |
| 5Y | +45.3% | +26.8% | +18.5% | +20.0% |
| 10Y | +290.3% | +256.9% | +33.4% | +88.7% |
| All | +290.3% | +251.7% | +38.6% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling