+677.7%
TEL vs FE
+69.6%
+608.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -4.1% | +5.2% | -9.3% | -6.2% |
| 3M | -3.4% | 0.0% | -3.4% | -3.5% |
| 6M | -3.5% | +5.0% | -8.5% | -5.9% |
| YTD | -8.0% | +7.9% | -15.9% | -11.5% |
| 1Y | -13.7% | +6.3% | -20.0% | -16.6% |
| 3Y | +71.9% | +46.0% | +25.9% | +41.4% |
| 5Y | +40.9% | +45.6% | -4.8% | +14.6% |
| 10Y | +293.3% | +109.3% | +184.0% | +151.2% |
| All | +677.7% | +69.6% | +608.1% | +390.8% |
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