+1.1%
TEL vs FLR
+31.2%
-30.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.3% |
| 7D | +3.0% | +5.4% | -2.5% | +1.5% |
| 30D | -3.9% | +11.4% | -15.3% | -7.0% |
| 3M | -5.1% | +11.4% | -16.5% | -8.6% |
| 6M | +0.6% | +16.6% | -16.0% | -5.6% |
| YTD | -7.3% | +41.7% | -49.0% | -17.5% |
| 1Y | +1.1% | +35.4% | -34.3% | -8.2% |
| All | +1.1% | +31.2% | -30.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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