-0.8%
TEL vs FIVE
+64.7%
-65.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | +0.5% |
| 7D | +1.2% | +1.7% | -0.4% | +0.7% |
| 30D | -4.1% | +5.0% | -9.1% | -5.5% |
| 3M | -2.6% | +29.5% | -32.1% | -9.5% |
| 6M | 0.0% | +12.4% | -12.4% | -4.2% |
| YTD | -9.1% | +31.2% | -40.3% | -17.4% |
| 1Y | -0.8% | +72.9% | -73.7% | -17.0% |
| All | -0.8% | +64.7% | -65.6% | -17.0% |
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