+72.6%
TEL vs CRS
+612.2%
-539.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.9% |
| 7D | +1.6% | -6.8% | +8.3% | +3.3% |
| 30D | -0.7% | -16.1% | +15.5% | +3.7% |
| 3M | +2.4% | -21.2% | +23.6% | +8.2% |
| 6M | +4.1% | +8.7% | -4.6% | +1.4% |
| YTD | -5.8% | +41.0% | -46.8% | -13.7% |
| 1Y | +0.9% | +82.7% | -81.8% | -13.1% |
| 3Y | +72.6% | +604.8% | -532.2% | +10.8% |
| All | +72.6% | +612.2% | -539.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling