+272.2%
CME vs TEL
+301.8%
-29.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | +6.2% | -6.1% | +12.2% | +7.8% |
| 3M | +4.4% | +1.7% | +2.7% | +3.4% |
| 6M | -9.6% | +1.6% | -11.3% | -11.5% |
| YTD | +3.8% | -9.1% | +12.9% | +4.4% |
| 1Y | +9.5% | -1.7% | +11.2% | +6.7% |
| 3Y | +51.9% | +67.3% | -15.4% | +18.3% |
| 5Y | +78.7% | +52.1% | +26.6% | +41.1% |
| All | +272.2% | +301.8% | -29.5% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling