+294.7%
TEL vs CF
+546.3%
-251.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +0.6% | -0.9% | +1.4% | +0.6% |
| 30D | +0.2% | +6.9% | -6.7% | -1.7% |
| 3M | +1.5% | +4.8% | -3.3% | -0.5% |
| 6M | +6.9% | +4.7% | +2.2% | +4.2% |
| YTD | -2.8% | +56.5% | -59.3% | -17.8% |
| 1Y | -8.8% | +48.4% | -57.2% | -21.8% |
| 3Y | +84.3% | +59.1% | +25.1% | +50.4% |
| 5Y | +46.8% | +109.5% | -62.7% | +1.4% |
| 10Y | +294.7% | +487.0% | -192.2% | +94.5% |
| All | +294.7% | +546.3% | -251.5% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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