+295.2%
TEL vs CRL
+249.3%
+45.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | -2.3% | -6.9% | +4.7% | +0.2% |
| 30D | -6.1% | -3.2% | -2.9% | -5.1% |
| 3M | +1.7% | +46.5% | -44.8% | -12.2% |
| 6M | +1.6% | +63.1% | -61.5% | -16.7% |
| YTD | -9.1% | +36.9% | -45.9% | -21.1% |
| 1Y | -1.7% | +78.1% | -79.8% | -23.5% |
| 3Y | +67.3% | +36.7% | +30.6% | +34.6% |
| 5Y | +52.1% | -38.1% | +90.2% | +67.7% |
| All | +295.2% | +249.3% | +45.9% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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