+48.0%
TEL vs FGI
-69.8%
+117.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -1.8% |
| 7D | -1.4% | +5.2% | -6.6% | -1.5% |
| 30D | -4.9% | +65.2% | -70.1% | -7.0% |
| 3M | +0.1% | +30.2% | -30.1% | -1.8% |
| 6M | +0.4% | +87.8% | -87.5% | -3.0% |
| YTD | -8.9% | +32.5% | -41.4% | -11.4% |
| 1Y | -0.3% | +93.6% | -93.9% | -4.6% |
| 3Y | +67.6% | -2.6% | +70.2% | +61.9% |
| All | +48.0% | -69.8% | +117.8% | +45.9% |
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