+683.8%
TEL vs CRL
+445.6%
+238.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +3.0% | -1.0% | +4.0% | +3.3% |
| 30D | -3.9% | +10.7% | -14.6% | -7.9% |
| 3M | -5.1% | +55.3% | -60.4% | -21.4% |
| 6M | +0.6% | +60.7% | -60.1% | -19.0% |
| YTD | -7.3% | +44.6% | -51.9% | -22.7% |
| 1Y | +1.1% | +77.7% | -76.6% | -23.5% |
| 3Y | +63.7% | +37.6% | +26.1% | +27.7% |
| 5Y | +50.7% | -35.8% | +86.5% | +59.0% |
| 10Y | +290.2% | +241.7% | +48.4% | +74.7% |
| All | +683.8% | +445.6% | +238.3% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling