+507.7%
FAST vs TEL
+287.3%
+220.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.4% |
| 7D | +1.3% | -1.4% | +2.7% | +2.0% |
| 30D | -4.7% | -4.9% | +0.1% | -2.7% |
| 3M | +7.9% | +0.1% | +7.8% | +7.2% |
| 6M | +7.4% | +0.4% | +7.1% | +5.7% |
| YTD | +25.1% | -8.9% | +34.0% | +27.5% |
| 1Y | +4.7% | -0.3% | +5.0% | +1.3% |
| 3Y | +94.7% | +67.6% | +27.1% | +40.8% |
| 5Y | +106.8% | +50.7% | +56.1% | +55.2% |
| 10Y | +507.7% | +288.6% | +219.0% | +145.0% |
| All | +507.7% | +287.3% | +220.4% | +145.0% |
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