+67.6%
TEL vs CP
+20.4%
+47.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | -1.4% | +2.4% | -3.9% | -2.4% |
| 30D | -4.9% | -0.5% | -4.3% | -4.8% |
| 3M | +0.1% | +1.4% | -1.3% | -0.8% |
| 6M | +0.4% | +10.3% | -10.0% | -4.3% |
| YTD | -8.9% | +24.3% | -33.2% | -17.8% |
| 1Y | -0.3% | +20.4% | -20.8% | -8.9% |
| 3Y | +67.6% | +21.8% | +45.8% | +49.0% |
| All | +67.6% | +20.4% | +47.2% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling