+735.0%
TEL vs FIVE
+868.1%
-133.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.6% |
| 7D | +3.0% | +4.3% | -1.3% | +1.9% |
| 30D | -3.9% | +12.5% | -16.4% | -6.9% |
| 3M | -5.1% | +31.2% | -36.4% | -11.6% |
| 6M | +0.6% | +14.4% | -13.8% | -3.7% |
| YTD | -7.3% | +33.9% | -41.2% | -14.6% |
| 1Y | +1.1% | +65.1% | -63.9% | -11.9% |
| 3Y | +63.7% | +49.0% | +14.7% | +37.1% |
| 5Y | +50.7% | +30.3% | +20.4% | +26.5% |
| 10Y | +290.2% | +481.1% | -190.9% | +134.9% |
| All | +735.0% | +868.1% | -133.1% | +356.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling