+317.7%
CL vs TEL
+723.0%
-405.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.2% | +3.0% | -5.1% | -2.8% |
| 30D | -4.8% | -3.9% | -0.9% | -4.2% |
| 3M | +4.9% | -5.1% | +10.0% | +5.6% |
| 6M | -5.7% | +0.6% | -6.3% | -6.7% |
| YTD | +14.4% | -7.3% | +21.7% | +14.8% |
| 1Y | +8.7% | +1.1% | +7.6% | +6.7% |
| 3Y | +30.0% | +63.7% | -33.7% | +12.5% |
| 5Y | +28.4% | +50.7% | -22.3% | +11.5% |
| 10Y | +50.1% | +290.2% | -240.1% | -1.1% |
| All | +317.7% | +723.0% | -405.3% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling