-10.3%
TEL vs CP
+32.8%
-43.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.1% |
| 3M | +0.7% | +2.2% | -1.5% | -0.1% |
| 6M | +7.3% | +11.1% | -3.8% | +2.5% |
| YTD | -2.5% | +28.2% | -30.7% | -12.7% |
| 1Y | -10.3% | +32.2% | -42.4% | -21.8% |
| All | -10.3% | +32.8% | -43.1% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling