+547.9%
FAST vs TEL
+304.7%
+243.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +0.5% |
| 7D | +3.8% | +0.6% | +3.3% | +3.4% |
| 30D | +8.1% | +0.2% | +7.9% | +7.5% |
| 3M | +5.8% | +1.5% | +4.3% | +4.3% |
| 6M | +24.9% | +6.9% | +17.9% | +19.5% |
| YTD | +38.9% | -2.8% | +41.7% | +36.8% |
| 1Y | +36.5% | -8.8% | +45.3% | +37.9% |
| 3Y | +98.1% | +84.3% | +13.9% | +37.0% |
| 5Y | +109.3% | +46.8% | +62.5% | +59.7% |
| 10Y | +547.9% | +294.7% | +253.2% | +186.3% |
| All | +547.9% | +304.7% | +243.2% | +186.3% |
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