+0.9%
TEL vs FIGR
-3.1%
+4.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.6% | +8.2% | +3.8% |
| 7D | +1.6% | -3.0% | +4.6% | +1.7% |
| 30D | -0.7% | +13.7% | -14.3% | -1.7% |
| 3M | +2.4% | +23.9% | -21.4% | +0.6% |
| 6M | +4.1% | -8.4% | +12.6% | +3.4% |
| YTD | -5.8% | -14.6% | +8.8% | -7.3% |
| 1Y | +0.9% | +12.1% | -11.2% | -1.5% |
| All | +0.9% | -3.1% | +4.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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