+166.0%
TEL vs CTVA
+211.9%
-45.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.4% |
| 7D | +1.2% | -5.8% | +7.0% | +3.7% |
| 30D | -4.1% | +11.1% | -15.2% | -8.4% |
| 3M | -2.6% | +13.2% | -15.8% | -8.5% |
| 6M | 0.0% | +8.7% | -8.7% | -4.7% |
| YTD | -9.1% | +27.3% | -36.3% | -19.3% |
| 1Y | -0.8% | +18.0% | -18.8% | -9.6% |
| 3Y | +67.4% | +76.5% | -9.1% | +24.0% |
| 5Y | +51.8% | +105.1% | -53.3% | +1.9% |
| All | +166.0% | +211.9% | -45.8% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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