+294.7%
TEL vs CSGP
+72.5%
+222.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +4.9% |
| 7D | +0.6% | -1.8% | +2.4% | +1.1% |
| 30D | +0.2% | +5.3% | -5.1% | -2.7% |
| 3M | +1.5% | +3.3% | -1.8% | -1.6% |
| 6M | +6.9% | -4.7% | +11.6% | +5.4% |
| YTD | -2.8% | -53.5% | +50.7% | +23.2% |
| 1Y | -8.8% | -53.7% | +44.9% | +15.5% |
| 3Y | +84.3% | -59.7% | +144.0% | +140.2% |
| 5Y | +46.8% | -62.5% | +109.3% | +90.9% |
| 10Y | +294.7% | +67.3% | +227.5% | +208.0% |
| All | +294.7% | +72.5% | +222.2% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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