+57.3%
CL vs TEL
+291.3%
-234.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -2.3% | +1.2% | -3.5% | -2.5% |
| 30D | -5.5% | -4.1% | -1.4% | -5.0% |
| 3M | +0.8% | -2.6% | +3.4% | +0.9% |
| 6M | -4.2% | 0.0% | -4.2% | -4.8% |
| YTD | +13.4% | -9.1% | +22.5% | +14.1% |
| 1Y | +7.1% | -0.8% | +7.9% | +5.7% |
| 3Y | +29.0% | +67.4% | -38.3% | +14.0% |
| 5Y | +28.3% | +51.8% | -23.5% | +14.1% |
| 10Y | +57.3% | +299.4% | -242.1% | +7.8% |
| All | +57.3% | +291.3% | -234.0% | +7.8% |
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