-3.5%
TEL vs CSGP
-12.6%
+9.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.1% |
| 7D | -2.8% | +1.3% | -4.1% | -2.7% |
| 30D | -4.1% | +10.7% | -14.8% | -3.7% |
| 3M | -3.4% | +3.3% | -6.7% | -3.1% |
| 6M | -3.5% | -10.3% | +6.8% | -5.3% |
| All | -3.5% | -12.6% | +9.1% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling