+718.3%
TEL vs CRL
+544.5%
+173.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.6% | +8.9% | -3.3% | +1.9% |
| 30D | +0.9% | +14.0% | -13.1% | -4.9% |
| 3M | +2.1% | +19.8% | -17.8% | -6.1% |
| 6M | +2.7% | +102.0% | -99.3% | -24.7% |
| YTD | -3.2% | +70.8% | -74.1% | -25.3% |
| 1Y | -10.6% | +98.7% | -109.3% | -35.3% |
| 3Y | +79.8% | +98.2% | -18.3% | +19.3% |
| 5Y | +43.3% | -11.7% | +55.0% | +31.3% |
| 10Y | +287.5% | +356.7% | -69.2% | +52.1% |
| All | +718.3% | +544.5% | +173.8% | +114.2% |
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 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