+51.8%
TEL vs CP
+30.0%
+21.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | -4.1% | -0.5% | -3.6% | -4.0% |
| 3M | -2.6% | +0.1% | -2.6% | -3.0% |
| 6M | 0.0% | +7.8% | -7.8% | -4.3% |
| YTD | -9.1% | +22.9% | -31.9% | -19.0% |
| 1Y | -0.8% | +21.3% | -22.1% | -11.2% |
| 3Y | +67.4% | +20.4% | +47.0% | +46.8% |
| 5Y | +51.8% | +34.9% | +16.8% | +17.7% |
| All | +51.8% | +30.0% | +21.8% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling