-13.3%
CLF vs TEL
+69.5%
-82.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +7.6% | +3.0% | +4.6% | +5.1% |
| 30D | -1.2% | -3.9% | +2.7% | +1.3% |
| 3M | -13.4% | -5.1% | -8.3% | -10.4% |
| 6M | +15.4% | +0.6% | +14.8% | +12.4% |
| YTD | -5.9% | -7.3% | +1.4% | -5.2% |
| 1Y | +18.8% | +1.1% | +17.7% | +8.8% |
| All | -13.3% | +69.5% | -82.8% | -50.9% |
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