+51.8%
TEL vs FDS
-23.5%
+75.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.6% |
| 7D | +1.2% | -8.8% | +10.0% | +3.3% |
| 30D | -4.1% | -1.4% | -2.7% | -4.0% |
| 3M | -2.6% | +13.9% | -16.5% | -6.2% |
| 6M | 0.0% | +27.4% | -27.4% | -7.8% |
| YTD | -9.1% | -2.5% | -6.6% | -8.5% |
| 1Y | -0.8% | -23.8% | +23.0% | +10.6% |
| 3Y | +67.4% | -32.5% | +99.9% | +94.0% |
| 5Y | +51.8% | -23.2% | +74.9% | +83.2% |
| All | +51.8% | -23.5% | +75.2% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling