+73.1%
CME vs TEL
+44.6%
+28.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +2.7% | +5.6% | -2.9% | +2.5% |
| 30D | +13.5% | +0.9% | +12.6% | +13.4% |
| 3M | +20.9% | +2.1% | +18.8% | +20.7% |
| 6M | +11.5% | +2.7% | +8.8% | +11.3% |
| YTD | +19.5% | -3.2% | +22.7% | +19.3% |
| 1Y | +17.2% | -10.6% | +27.8% | +18.0% |
| 3Y | +65.1% | +79.8% | -14.7% | +46.8% |
| 5Y | +73.1% | +43.3% | +29.8% | +66.4% |
| All | +73.1% | +44.6% | +28.5% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling