+69.4%
F vs TEL
+290.2%
-220.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | +1.0% | -0.9% | +1.9% | +1.3% |
| 30D | +2.1% | -0.2% | +2.4% | +1.6% |
| 3M | -10.3% | +2.0% | -12.3% | -12.5% |
| 6M | +3.3% | +6.4% | -3.2% | -3.4% |
| YTD | -2.0% | -3.2% | +1.3% | -3.9% |
| 1Y | -2.3% | -11.2% | +8.9% | +1.3% |
| 3Y | +49.9% | +79.8% | -29.9% | -11.3% |
| 5Y | -12.5% | +46.6% | -59.0% | -39.4% |
| All | +69.4% | +290.2% | -220.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling