+303.4%
CME vs TEL
+283.7%
+19.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +3.9% | +4.5% | -0.6% | +2.8% |
| 30D | +11.3% | +2.9% | +8.4% | +10.2% |
| 3M | +19.6% | +1.1% | +18.4% | +18.5% |
| 6M | +8.1% | +5.0% | +3.1% | +5.4% |
| YTD | +20.4% | -3.9% | +24.3% | +18.8% |
| 1Y | +16.5% | -7.4% | +23.9% | +15.9% |
| 3Y | +66.4% | +81.0% | -14.5% | +26.3% |
| 5Y | +74.5% | +42.3% | +32.2% | +43.4% |
| All | +303.4% | +283.7% | +19.7% | +93.0% |
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