+42.4%
TEL vs CF
+114.1%
-71.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +4.5% | +4.8% | -0.3% | +4.2% |
| 30D | +2.9% | +4.7% | -1.8% | +2.6% |
| 3M | +1.1% | +7.4% | -6.3% | +0.5% |
| 6M | +5.0% | +0.6% | +4.4% | +4.7% |
| YTD | -3.9% | +64.1% | -68.0% | -11.8% |
| 1Y | -7.4% | +51.4% | -58.8% | -14.0% |
| 3Y | +81.0% | +67.8% | +13.2% | +62.6% |
| All | +42.4% | +114.1% | -71.7% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling