+238.9%
CRM vs TEL
+316.2%
-77.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.6% | +0.1% |
| 7D | -4.4% | +1.6% | -6.0% | -5.2% |
| 30D | +28.1% | -0.7% | +28.8% | +28.1% |
| 3M | +48.8% | +2.4% | +46.4% | +45.7% |
| 6M | +28.3% | +4.1% | +24.1% | +21.1% |
| YTD | -6.0% | -5.8% | -0.2% | -7.1% |
| 1Y | +1.4% | +0.9% | +0.6% | -4.4% |
| 3Y | +11.8% | +72.6% | -60.8% | -26.2% |
| 5Y | -2.0% | +57.5% | -59.6% | -31.9% |
| All | +238.9% | +316.2% | -77.3% | +32.6% |
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