+56.2%
TEL vs FGI
-74.8%
+131.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -25.2% | +24.5% | -0.2% |
| 7D | +4.5% | -14.4% | +18.9% | +4.7% |
| 30D | +2.9% | -11.8% | +14.7% | +3.0% |
| 3M | +1.1% | -46.2% | +47.4% | +2.1% |
| 6M | +5.0% | +5.2% | -0.2% | +3.2% |
| YTD | -3.9% | +10.5% | -14.4% | -6.3% |
| 1Y | -7.4% | +25.5% | -32.9% | -10.1% |
| 3Y | +81.0% | -16.0% | +97.0% | +74.9% |
| All | +56.2% | -74.8% | +131.0% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling