+351.3%
FERG vs TEL
+316.2%
+35.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.4% |
| 7D | -2.6% | +1.6% | -4.2% | -3.1% |
| 30D | -8.9% | -0.7% | -8.2% | -8.8% |
| 3M | -2.0% | +2.4% | -4.5% | -3.2% |
| 6M | -3.2% | +4.1% | -7.3% | -5.1% |
| YTD | +1.5% | -5.8% | +7.3% | +2.3% |
| 1Y | +0.5% | +0.9% | -0.4% | -0.9% |
| 3Y | +50.4% | +72.6% | -22.2% | +26.1% |
| 5Y | +68.7% | +57.5% | +11.1% | +42.2% |
| All | +351.3% | +316.2% | +35.1% | +245.8% |
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