+683.8%
TEL vs FE
+69.1%
+614.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +3.0% | +1.9% | +1.0% | +2.1% |
| 30D | -3.9% | -1.2% | -2.8% | -3.5% |
| 3M | -5.1% | +3.5% | -8.6% | -6.8% |
| 6M | +0.6% | -6.1% | +6.7% | +2.8% |
| YTD | -7.3% | +7.6% | -14.9% | -10.6% |
| 1Y | +1.1% | +11.9% | -10.8% | -4.4% |
| 3Y | +63.7% | +48.4% | +15.3% | +33.6% |
| 5Y | +50.7% | +44.8% | +5.9% | +22.9% |
| 10Y | +290.2% | +115.9% | +174.3% | +144.8% |
| All | +683.8% | +69.1% | +614.7% | +395.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling