+309.3%
TEL vs CLX
-3.7%
+313.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.7% |
| 7D | +1.6% | -5.7% | +7.3% | +2.4% |
| 30D | -0.7% | -17.0% | +16.4% | +1.9% |
| 3M | +2.4% | -9.7% | +12.1% | +3.8% |
| 6M | +4.1% | -19.8% | +24.0% | +7.0% |
| YTD | -5.8% | -9.8% | +4.0% | -4.7% |
| 1Y | +0.9% | -26.2% | +27.0% | +4.6% |
| 3Y | +72.6% | -36.2% | +108.8% | +81.4% |
| 5Y | +57.5% | -38.3% | +95.9% | +64.5% |
| All | +309.3% | -3.7% | +313.0% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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