+66.5%
TEL vs CSGP
-61.9%
+128.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.1% |
| 7D | +3.0% | -4.1% | +7.0% | +3.8% |
| 30D | -3.9% | +2.3% | -6.2% | -4.6% |
| 3M | -5.1% | -8.2% | +3.1% | -3.9% |
| 6M | +0.6% | -35.1% | +35.7% | +11.1% |
| YTD | -7.3% | -54.0% | +46.7% | +12.5% |
| 1Y | +1.1% | -65.3% | +66.4% | +35.5% |
| All | +66.5% | -61.9% | +128.4% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling