+677.7%
TEL vs CF
+1,550.7%
-873.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -2.8% | -3.2% | +0.3% | -2.2% |
| 30D | -4.1% | +4.3% | -8.4% | -5.5% |
| 3M | -3.4% | +2.8% | -6.2% | -5.0% |
| 6M | -3.5% | +0.6% | -4.1% | -5.2% |
| YTD | -8.0% | +56.6% | -64.7% | -22.2% |
| 1Y | -13.7% | +49.6% | -63.3% | -26.2% |
| 3Y | +71.9% | +61.5% | +10.4% | +40.2% |
| 5Y | +40.9% | +124.0% | -83.1% | -1.2% |
| 10Y | +293.3% | +573.2% | -279.8% | +87.5% |
| All | +677.7% | +1,550.7% | -873.0% | +139.1% |
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