+728.5%
TEL vs FIVE
+822.5%
-94.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.8% | -0.3% | -2.6% | -2.8% |
| 30D | -4.1% | +17.7% | -21.7% | -7.9% |
| 3M | -3.4% | +4.0% | -7.3% | -4.7% |
| 6M | -3.5% | +2.6% | -6.1% | -5.2% |
| YTD | -8.0% | +27.6% | -35.6% | -14.5% |
| 1Y | -13.7% | +59.9% | -73.7% | -24.2% |
| 3Y | +71.9% | +35.8% | +36.1% | +47.3% |
| 5Y | +40.9% | +14.4% | +26.5% | +22.0% |
| 10Y | +293.3% | +576.1% | -282.8% | +133.1% |
| All | +728.5% | +822.5% | -94.0% | +357.2% |
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