+357.0%
CL vs TEL
+716.6%
-359.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +1.3% | -2.8% | +4.2% | +1.9% |
| 30D | +11.4% | -4.1% | +15.4% | +12.0% |
| 3M | +4.4% | -3.4% | +7.8% | +4.7% |
| 6M | +10.8% | -3.5% | +14.3% | +10.6% |
| YTD | +25.1% | -8.0% | +33.1% | +25.4% |
| 1Y | +28.0% | -13.7% | +41.7% | +29.6% |
| 3Y | +37.6% | +71.9% | -34.3% | +17.5% |
| 5Y | +39.7% | +40.9% | -1.2% | +23.0% |
| 10Y | +75.8% | +293.3% | -217.6% | +15.2% |
| All | +357.0% | +716.6% | -359.6% | +120.6% |
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