-47.0%
CLF vs TEL
+49.6%
-96.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.3% |
| 7D | +6.5% | -1.4% | +7.9% | +7.4% |
| 30D | +0.2% | -4.9% | +5.1% | +3.8% |
| 3M | -3.1% | +0.1% | -3.2% | -3.7% |
| 6M | +25.0% | +0.4% | +24.7% | +21.5% |
| YTD | -7.5% | -8.9% | +1.5% | -5.3% |
| 1Y | +11.5% | -0.3% | +11.8% | +3.9% |
| 3Y | -13.7% | +67.6% | -81.3% | -51.0% |
| 5Y | -47.0% | +50.7% | -97.7% | -68.1% |
| All | -47.0% | +49.6% | -96.5% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling