+50.7%
TEL vs FGI
-70.4%
+121.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -0.5% |
| 7D | +3.0% | +0.5% | +2.4% | +2.9% |
| 30D | -3.9% | +65.4% | -69.3% | -6.1% |
| 3M | -5.1% | +23.5% | -28.6% | -6.8% |
| 6M | +0.6% | +60.5% | -59.9% | -2.5% |
| YTD | -7.3% | +30.0% | -37.3% | -9.8% |
| 1Y | +1.1% | +82.1% | -80.9% | -3.1% |
| 3Y | +63.7% | -4.4% | +68.1% | +58.1% |
| All | +50.7% | -70.4% | +121.0% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling