-8.6%
TEL vs FLR
+2.5%
-11.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -0.5% | +1.4% | -1.8% | -0.9% |
| 30D | +0.6% | -5.9% | +6.5% | +2.2% |
| 3M | +2.0% | -7.6% | +9.6% | +3.6% |
| 6M | +8.1% | -9.3% | +17.4% | +9.4% |
| YTD | -2.2% | +20.1% | -22.3% | -12.1% |
| 1Y | -8.6% | +3.0% | -11.6% | -11.1% |
| All | -8.6% | +2.5% | -11.1% | -11.1% |
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