+1,517.4%
FAST vs TEL
+716.6%
+800.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +2.1% | -2.8% | +4.9% | +3.4% |
| 30D | +6.9% | -4.1% | +11.0% | +8.6% |
| 3M | +4.8% | -3.4% | +8.2% | +5.7% |
| 6M | +19.8% | -3.5% | +23.3% | +20.0% |
| YTD | +34.9% | -8.0% | +42.9% | +36.1% |
| 1Y | +32.8% | -13.7% | +46.5% | +37.8% |
| 3Y | +93.7% | +71.9% | +21.8% | +37.0% |
| 5Y | +105.3% | +40.9% | +64.4% | +58.3% |
| 10Y | +595.4% | +293.3% | +302.0% | +196.2% |
| All | +1,517.4% | +716.6% | +800.8% | +301.3% |
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 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