+807.2%
FLEX vs TEL
+759.0%
+48.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | -13.6% | -0.9% | -12.7% | -12.3% |
| 30D | -36.5% | -0.2% | -36.3% | -35.6% |
| 3M | -36.4% | +2.0% | -38.5% | -36.7% |
| 6M | -46.5% | +6.4% | -52.9% | -48.7% |
| YTD | +25.9% | -3.2% | +29.2% | +30.4% |
| 1Y | +19.6% | -11.2% | +30.7% | +33.3% |
| 3Y | +287.0% | +79.8% | +207.3% | +136.0% |
| 5Y | +466.6% | +46.6% | +420.1% | +306.8% |
| 10Y | +626.9% | +288.1% | +338.8% | +134.2% |
| All | +807.2% | +759.0% | +48.2% | +6.8% |
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