+190.8%
F vs TEL
+762.9%
-572.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.0% | -3.0% |
| 7D | -0.6% | +0.6% | -1.2% | -1.3% |
| 30D | +2.9% | +0.2% | +2.7% | +2.1% |
| 3M | -9.5% | +1.5% | -11.0% | -11.3% |
| 6M | +4.0% | +6.9% | -2.9% | -2.5% |
| YTD | -1.3% | -2.8% | +1.5% | -3.3% |
| 1Y | -1.9% | -8.8% | +6.8% | -0.4% |
| 3Y | +53.5% | +84.3% | -30.8% | -4.7% |
| 5Y | -15.1% | +46.8% | -61.9% | -38.0% |
| 10Y | +81.0% | +294.7% | -213.7% | -32.2% |
| All | +190.8% | +762.9% | -572.0% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling