+57.3%
TEL vs FGI
-66.3%
+123.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.8% |
| 7D | +5.6% | +13.5% | -8.0% | +5.3% |
| 30D | +0.9% | +17.1% | -16.2% | +0.6% |
| 3M | +2.1% | +78.0% | -75.9% | -0.4% |
| 6M | +2.7% | +46.4% | -43.7% | +0.3% |
| YTD | -3.2% | +47.7% | -50.9% | -6.1% |
| 1Y | -10.6% | +56.8% | -67.4% | -13.5% |
| 3Y | +79.8% | +12.3% | +67.5% | +72.9% |
| All | +57.3% | -66.3% | +123.6% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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