+288.1%
TEL vs FE
+110.9%
+177.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | -0.2% | +4.3% | -4.6% | -1.6% |
| 3M | +2.0% | +0.4% | +1.6% | +1.8% |
| 6M | +6.4% | +6.9% | -0.5% | +3.8% |
| YTD | -3.2% | +8.0% | -11.3% | -6.0% |
| 1Y | -11.2% | +4.8% | -16.0% | -12.9% |
| 3Y | +79.8% | +49.0% | +30.8% | +53.4% |
| 5Y | +46.6% | +46.2% | +0.3% | +24.9% |
| 10Y | +288.1% | +120.9% | +167.2% | +219.1% |
| All | +288.1% | +110.9% | +177.2% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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