+363.5%
CL vs TEL
+762.9%
-399.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.2% | +0.3% |
| 7D | +0.5% | +0.6% | 0.0% | +0.3% |
| 30D | +11.6% | +0.2% | +11.4% | +11.3% |
| 3M | +5.6% | +1.5% | +4.1% | +4.8% |
| 6M | +13.2% | +6.9% | +6.2% | +10.6% |
| YTD | +26.9% | -2.8% | +29.7% | +25.7% |
| 1Y | +27.3% | -8.8% | +36.1% | +27.6% |
| 3Y | +39.7% | +84.3% | -44.6% | +17.5% |
| 5Y | +41.3% | +46.8% | -5.5% | +23.5% |
| 10Y | +76.3% | +294.7% | -218.4% | +15.7% |
| All | +363.5% | +762.9% | -399.4% | +121.2% |
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