+721.8%
TEL vs CP
+737.7%
-15.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.6% |
| 7D | +0.6% | +2.8% | -2.2% | -0.9% |
| 30D | +0.2% | +11.3% | -11.1% | -5.5% |
| 3M | +1.5% | +2.9% | -1.3% | -0.3% |
| 6M | +6.9% | +9.8% | -2.9% | +1.0% |
| YTD | -2.8% | +28.5% | -31.3% | -16.2% |
| 1Y | -8.8% | +33.5% | -42.3% | -23.0% |
| 3Y | +84.3% | +31.9% | +52.4% | +53.3% |
| 5Y | +46.8% | +25.5% | +21.3% | +23.7% |
| 10Y | +294.7% | +257.6% | +37.2% | +83.4% |
| All | +721.8% | +737.7% | -15.9% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling