+56.5%
TEL vs CRS
+1,363.4%
-1,306.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.9% |
| 7D | +1.6% | -6.8% | +8.3% | +3.6% |
| 30D | -0.7% | -16.1% | +15.5% | +4.3% |
| 3M | +2.4% | -21.2% | +23.6% | +9.0% |
| 6M | +4.1% | +8.7% | -4.6% | +0.9% |
| YTD | -5.8% | +41.0% | -46.8% | -15.4% |
| 1Y | +0.9% | +82.7% | -81.8% | -16.4% |
| 3Y | +72.6% | +604.8% | -532.2% | -8.5% |
| All | +56.5% | +1,363.4% | -1,306.9% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling