+9.5%
CME vs TEL
-1.1%
+10.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -2.7% |
| 30D | +6.2% | -6.1% | +12.2% | +5.2% |
| 3M | +4.4% | +1.7% | +2.7% | +4.9% |
| 6M | -9.6% | +1.6% | -11.3% | -8.8% |
| YTD | +3.8% | -9.1% | +12.9% | +3.1% |
| 1Y | +9.5% | -1.7% | +11.2% | +12.7% |
| All | +9.5% | -1.1% | +10.7% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling