+11.8%
CRM vs TEL
+71.6%
-59.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.6% | +1.0% |
| 7D | -4.4% | +1.6% | -6.0% | -4.8% |
| 30D | +28.1% | -0.7% | +28.8% | +28.2% |
| 3M | +48.8% | +2.4% | +46.4% | +47.3% |
| 6M | +28.3% | +4.1% | +24.1% | +23.9% |
| YTD | -6.0% | -5.8% | -0.2% | -6.0% |
| 1Y | +1.4% | +0.9% | +0.6% | -2.6% |
| 3Y | +11.8% | +72.6% | -60.8% | -21.4% |
| All | +11.8% | +71.6% | -59.8% | -21.4% |
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