+478.1%
FLEX vs TEL
+67.5%
+410.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.1% | +6.0% |
| 7D | +7.0% | -1.4% | +8.4% | +8.2% |
| 30D | -5.8% | -4.9% | -0.9% | -1.4% |
| 3M | -24.2% | +0.1% | -24.3% | -24.6% |
| 6M | +90.8% | +0.4% | +90.4% | +88.6% |
| YTD | +89.2% | -8.9% | +98.1% | +101.9% |
| 1Y | +104.7% | -0.3% | +105.0% | +101.0% |
| 3Y | +478.1% | +67.6% | +410.5% | +248.9% |
| All | +478.1% | +67.5% | +410.5% | +248.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling