+239.6%
F vs TEL
+723.0%
-483.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.7% |
| 7D | +5.3% | +3.0% | +2.4% | +3.2% |
| 30D | +4.6% | -3.9% | +8.5% | +7.0% |
| 3M | -3.7% | -5.1% | +1.5% | -1.3% |
| 6M | +16.8% | +0.6% | +16.2% | +13.6% |
| YTD | +15.3% | -7.3% | +22.6% | +17.4% |
| 1Y | +31.0% | +1.1% | +29.9% | +25.0% |
| 3Y | +45.4% | +63.7% | -18.2% | -1.6% |
| 5Y | +54.7% | +50.7% | +4.0% | +11.9% |
| 10Y | +98.2% | +290.2% | -191.9% | -24.5% |
| All | +239.6% | +723.0% | -483.4% | -18.1% |
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