+52.1%
TEL vs FLR
+230.6%
-178.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -2.3% | -6.9% | +4.6% | -0.6% |
| 30D | -6.1% | +1.1% | -7.2% | -6.4% |
| 3M | +1.7% | +14.3% | -12.6% | -2.6% |
| 6M | +1.6% | +19.1% | -17.5% | -4.3% |
| YTD | -9.1% | +35.1% | -44.2% | -17.2% |
| 1Y | -1.7% | +29.5% | -31.1% | -9.8% |
| 3Y | +67.3% | +53.0% | +14.3% | +38.7% |
| 5Y | +52.1% | +238.9% | -186.8% | -0.1% |
| All | +52.1% | +230.6% | -178.5% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling