+67.7%
FERG vs TEL
+56.5%
+11.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -1.2% |
| 7D | -2.6% | +1.6% | -4.2% | -3.4% |
| 30D | -8.9% | -0.7% | -8.2% | -8.8% |
| 3M | -2.0% | +2.4% | -4.5% | -4.1% |
| 6M | -3.2% | +4.1% | -7.3% | -7.0% |
| YTD | +1.5% | -5.8% | +7.3% | +2.4% |
| 1Y | +0.5% | +0.9% | -0.4% | -3.3% |
| 3Y | +50.4% | +72.6% | -22.2% | +1.6% |
| All | +67.7% | +56.5% | +11.3% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling