+668.9%
TEL vs CRS
+874.8%
-205.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +1.2% | -0.5% | +1.8% | +1.4% |
| 30D | -4.1% | -18.1% | +14.0% | +2.8% |
| 3M | -2.6% | -12.4% | +9.9% | +1.5% |
| 6M | 0.0% | +15.9% | -15.9% | -6.2% |
| YTD | -9.1% | +45.8% | -54.9% | -22.1% |
| 1Y | -0.8% | +87.8% | -88.6% | -23.5% |
| 3Y | +67.4% | +648.7% | -581.4% | -27.4% |
| 5Y | +51.8% | +1,416.6% | -1,364.9% | -52.6% |
| 10Y | +299.4% | +1,412.7% | -1,113.3% | +2.1% |
| All | +668.9% | +874.8% | -205.8% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling