+43.3%
TEL vs CRL
-13.0%
+56.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +5.6% | +8.9% | -3.3% | +3.0% |
| 30D | +0.9% | +14.0% | -13.1% | -3.2% |
| 3M | +2.1% | +19.8% | -17.8% | -3.7% |
| 6M | +2.7% | +102.0% | -99.3% | -17.5% |
| YTD | -3.2% | +70.8% | -74.1% | -19.2% |
| 1Y | -10.6% | +98.7% | -109.3% | -28.8% |
| 3Y | +79.8% | +98.2% | -18.3% | +34.4% |
| 5Y | +43.3% | -11.7% | +55.0% | +38.3% |
| All | +43.3% | -13.0% | +56.3% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling