+52.1%
TEL vs CRL
-37.4%
+89.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.2% | -4.6% | +5.8% | +2.6% |
| 30D | -4.1% | +0.5% | -4.6% | -4.3% |
| 3M | -2.6% | +46.6% | -49.2% | -13.1% |
| 6M | 0.0% | +57.3% | -57.3% | -13.4% |
| YTD | -9.1% | +39.5% | -48.6% | -18.9% |
| 1Y | -0.8% | +76.9% | -77.7% | -18.1% |
| 3Y | +67.4% | +39.4% | +28.0% | +41.1% |
| All | +52.1% | -37.4% | +89.5% | +48.9% |
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