+683.8%
TEL vs CF
+1,743.7%
-1,059.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.5% |
| 7D | +3.0% | +6.0% | -3.1% | +1.3% |
| 30D | -3.9% | +14.8% | -18.8% | -7.6% |
| 3M | -5.1% | +14.1% | -19.2% | -9.0% |
| 6M | +0.6% | +28.5% | -27.9% | -8.8% |
| YTD | -7.3% | +74.9% | -82.2% | -23.3% |
| 1Y | +1.1% | +61.7% | -60.5% | -14.8% |
| 3Y | +63.7% | +80.3% | -16.6% | +30.2% |
| 5Y | +50.7% | +226.0% | -175.3% | -4.8% |
| 10Y | +290.2% | +569.9% | -279.7% | +87.0% |
| All | +683.8% | +1,743.7% | -1,059.9% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling