+285.8%
TEL vs FDS
+127.7%
+158.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +4.5% | +1.5% | +3.0% | +4.0% |
| 30D | +2.9% | +14.8% | -11.9% | -2.5% |
| 3M | +1.1% | +16.3% | -15.1% | -5.4% |
| 6M | +5.0% | +66.2% | -61.2% | -16.6% |
| YTD | -3.9% | +16.2% | -20.1% | -12.7% |
| 1Y | -7.4% | +21.8% | -29.3% | -18.3% |
| 3Y | +81.0% | -23.9% | +104.9% | +97.7% |
| 5Y | +42.3% | -23.1% | +65.4% | +52.5% |
| All | +285.8% | +127.7% | +158.1% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling