+237.3%
FISV vs TEL
+707.4%
-470.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.2% | -4.3% |
| 7D | -6.4% | +1.2% | -7.6% | -6.9% |
| 30D | -6.8% | -4.1% | -2.7% | -5.3% |
| 3M | -10.0% | -2.6% | -7.4% | -9.7% |
| 6M | -20.6% | 0.0% | -20.6% | -22.0% |
| YTD | -27.6% | -9.1% | -18.5% | -26.4% |
| 1Y | -64.3% | -0.8% | -63.5% | -65.6% |
| 3Y | -60.0% | +67.4% | -127.4% | -70.9% |
| 5Y | -57.7% | +51.8% | -109.5% | -68.2% |
| 10Y | -3.0% | +299.4% | -302.4% | -54.7% |
| All | +237.3% | +707.4% | -470.1% | +8.9% |
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