+66.4%
CME vs TEL
+79.6%
-13.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.7% |
| 7D | +3.9% | +4.5% | -0.6% | +4.5% |
| 30D | +11.3% | +2.9% | +8.4% | +11.8% |
| 3M | +19.6% | +1.1% | +18.4% | +19.9% |
| 6M | +8.1% | +5.0% | +3.1% | +9.1% |
| YTD | +20.4% | -3.9% | +24.3% | +20.9% |
| 1Y | +16.5% | -7.4% | +23.9% | +16.7% |
| 3Y | +66.4% | +81.0% | -14.5% | +77.4% |
| All | +66.4% | +79.6% | -13.2% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling