-60.0%
CLF vs TEL
+723.0%
-783.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | +7.6% | +3.0% | +4.6% | +4.0% |
| 30D | -1.2% | -3.9% | +2.7% | +2.2% |
| 3M | -13.4% | -5.1% | -8.3% | -9.4% |
| 6M | +15.4% | +0.6% | +14.8% | +11.0% |
| YTD | -5.9% | -7.3% | +1.4% | -5.3% |
| 1Y | +18.8% | +1.1% | +17.7% | +8.2% |
| 3Y | -19.4% | +63.7% | -83.1% | -56.0% |
| 5Y | -47.7% | +50.7% | -98.4% | -69.3% |
| 10Y | +130.4% | +290.2% | -159.8% | -49.6% |
| All | -60.0% | +723.0% | -783.1% | -96.7% |
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