+683.8%
TEL vs FDS
+504.0%
+179.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +1.3% |
| 7D | +3.0% | -1.9% | +4.9% | +3.8% |
| 30D | -3.9% | +9.0% | -12.9% | -8.3% |
| 3M | -5.1% | +18.9% | -24.0% | -14.7% |
| 6M | +0.6% | +35.1% | -34.5% | -17.4% |
| YTD | -7.3% | +5.5% | -12.8% | -14.9% |
| 1Y | +1.1% | -16.8% | +18.0% | +3.8% |
| 3Y | +63.7% | -28.1% | +91.7% | +78.7% |
| 5Y | +50.7% | -17.4% | +68.1% | +49.6% |
| 10Y | +290.2% | +85.4% | +204.7% | +129.7% |
| All | +683.8% | +504.0% | +179.8% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling