-43.4%
CCL vs TEL
+301.8%
-345.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.3% | -2.3% | -2.0% | -1.9% |
| 30D | -19.0% | -6.1% | -12.9% | -14.0% |
| 3M | -13.1% | +1.7% | -14.8% | -15.7% |
| 6M | -13.3% | +1.6% | -14.9% | -16.6% |
| YTD | -25.2% | -9.1% | -16.2% | -20.2% |
| 1Y | -27.2% | -1.7% | -25.5% | -29.7% |
| 3Y | +49.2% | +67.3% | -18.1% | -24.8% |
| 5Y | +0.4% | +52.1% | -51.7% | -41.7% |
| All | -43.4% | +301.8% | -345.1% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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