+29.6%
CL vs TEL
+67.5%
-38.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.4% |
| 7D | -1.4% | -1.4% | +0.1% | -1.4% |
| 30D | -5.2% | -4.9% | -0.3% | -5.3% |
| 3M | +3.3% | +0.1% | +3.2% | +3.3% |
| 6M | -4.4% | +0.4% | -4.7% | -4.4% |
| YTD | +13.9% | -8.9% | +22.8% | +13.8% |
| 1Y | +7.6% | -0.3% | +8.0% | +7.4% |
| 3Y | +29.6% | +67.6% | -38.0% | +26.3% |
| All | +29.6% | +67.5% | -38.0% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling