-58.0%
CLF vs TEL
+765.5%
-823.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.4% |
| 7D | +2.3% | -0.4% | +2.7% | +3.2% |
| 30D | +1.9% | +1.0% | +1.0% | +0.9% |
| 3M | +5.9% | +0.7% | +5.2% | +4.4% |
| 6M | +16.9% | +7.3% | +9.6% | +7.6% |
| YTD | -1.1% | -2.5% | +1.5% | -5.5% |
| 1Y | +28.8% | -10.3% | +39.1% | +33.2% |
| 3Y | -20.6% | +81.1% | -101.7% | -60.9% |
| 5Y | -41.5% | +45.3% | -86.8% | -64.0% |
| 10Y | +87.5% | +290.3% | -202.8% | -59.2% |
| All | -58.0% | +765.5% | -823.5% | -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