+72.6%
TEL vs FLR
+54.2%
+18.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.3% |
| 7D | +1.6% | -3.5% | +5.1% | +2.5% |
| 30D | -0.7% | +4.2% | -4.8% | -1.7% |
| 3M | +2.4% | +8.1% | -5.6% | -0.4% |
| 6M | +4.1% | +21.5% | -17.4% | -2.6% |
| YTD | -5.8% | +36.8% | -42.6% | -14.6% |
| 1Y | +0.9% | +31.2% | -30.3% | -7.9% |
| 3Y | +72.6% | +53.9% | +18.7% | +36.0% |
| All | +72.6% | +54.2% | +18.4% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling