-80.3%
FIG vs TEL
+0.9%
-81.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.8% | -3.9% | -5.6% |
| 7D | -16.4% | -1.4% | -14.9% | -16.3% |
| 30D | -2.3% | -4.9% | +2.6% | -2.0% |
| 3M | +7.8% | +0.1% | +7.7% | +7.8% |
| 6M | -21.8% | +0.4% | -22.2% | -24.1% |
| YTD | -39.1% | -8.9% | -30.2% | -39.1% |
| 1Y | -56.6% | -0.3% | -56.3% | -56.7% |
| All | -80.3% | +0.9% | -81.2% | -79.8% |
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 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