+41.6%
TEL vs CSGP
-63.4%
+105.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +1.5% |
| 7D | -2.8% | +1.3% | -4.1% | -3.2% |
| 30D | -4.1% | +10.7% | -14.8% | -7.8% |
| 3M | -3.4% | +3.3% | -6.7% | -5.8% |
| 6M | -3.5% | -10.3% | +6.8% | -2.7% |
| YTD | -8.0% | -54.6% | +46.5% | +15.1% |
| 1Y | -13.7% | -54.6% | +40.9% | +7.8% |
| 3Y | +71.9% | -60.3% | +132.3% | +119.8% |
| All | +41.6% | -63.4% | +105.0% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling