+712.7%
TEL vs CRL
+539.1%
+173.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.4% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +2.9% | +11.9% | -9.0% | -2.3% |
| 3M | +1.1% | +20.2% | -19.0% | -7.1% |
| 6M | +5.0% | +107.5% | -102.5% | -23.9% |
| YTD | -3.9% | +69.4% | -73.3% | -25.5% |
| 1Y | -7.4% | +99.7% | -107.2% | -33.2% |
| 3Y | +81.0% | +98.8% | -17.8% | +19.9% |
| 5Y | +42.3% | -12.4% | +54.7% | +30.8% |
| 10Y | +284.8% | +352.9% | -68.0% | +51.6% |
| All | +712.7% | +539.1% | +173.6% | +113.4% |
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