-10.3%
TEL vs FIVE
+66.9%
-77.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +1.0% | +17.4% | -16.4% | -2.6% |
| 3M | +0.7% | +7.0% | -6.3% | -1.3% |
| 6M | +7.3% | +20.5% | -13.2% | +0.5% |
| YTD | -2.5% | +33.1% | -35.6% | -13.8% |
| 1Y | -10.3% | +67.1% | -77.3% | -28.0% |
| All | -10.3% | +66.9% | -77.2% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling