+668.9%
TEL vs FLR
+23.5%
+645.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.8% |
| 7D | +1.2% | -3.1% | +4.3% | +2.1% |
| 30D | -4.1% | +4.9% | -9.0% | -5.5% |
| 3M | -2.6% | +10.8% | -13.4% | -6.5% |
| 6M | 0.0% | +19.7% | -19.6% | -6.9% |
| YTD | -9.1% | +38.4% | -47.4% | -19.1% |
| 1Y | -0.8% | +34.7% | -35.5% | -11.6% |
| 3Y | +67.4% | +56.7% | +10.7% | +35.1% |
| 5Y | +51.8% | +241.6% | -189.9% | -7.7% |
| 10Y | +299.4% | +20.2% | +279.2% | +176.6% |
| All | +668.9% | +23.5% | +645.4% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling