+1,335.0%
FERG vs TEL
+1,029.2%
+305.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.5% |
| 7D | +3.4% | -1.4% | +4.8% | +3.7% |
| 30D | -11.5% | -4.9% | -6.6% | -10.6% |
| 3M | +1.3% | +0.1% | +1.2% | +1.0% |
| 6M | -1.0% | +0.4% | -1.3% | -1.4% |
| YTD | +3.2% | -8.9% | +12.1% | +4.7% |
| 1Y | -3.0% | -0.3% | -2.6% | -3.5% |
| 3Y | +55.0% | +67.6% | -12.6% | +38.6% |
| 5Y | +72.6% | +50.7% | +22.0% | +55.5% |
| 10Y | +358.9% | +288.6% | +70.3% | +284.0% |
| All | +1,335.0% | +1,029.2% | +305.9% | +1,019.6% |
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