+421.2%
CME vs TEL
+723.0%
-301.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.6% | +3.0% | -4.5% | -2.8% |
| 30D | +6.2% | -3.9% | +10.2% | +7.8% |
| 3M | +10.4% | -5.1% | +15.5% | +11.8% |
| 6M | -9.5% | +0.6% | -10.1% | -12.0% |
| YTD | +6.0% | -7.3% | +13.3% | +5.8% |
| 1Y | +9.3% | +1.1% | +8.1% | +3.8% |
| 3Y | +57.7% | +63.7% | -6.0% | +14.1% |
| 5Y | +77.7% | +50.7% | +27.0% | +29.3% |
| 10Y | +281.2% | +290.2% | -8.9% | +57.1% |
| All | +421.2% | +723.0% | -301.8% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling