-8.6%
TEL vs FN
-25.7%
+17.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.4% |
| 7D | -0.5% | -7.0% | +6.5% | +0.8% |
| 30D | +0.6% | -24.7% | +25.3% | +5.9% |
| 3M | +2.0% | -35.7% | +37.6% | +10.2% |
| 6M | +8.1% | -52.4% | +60.5% | +23.1% |
| YTD | -2.2% | -25.0% | +22.8% | -5.4% |
| 1Y | -8.6% | -25.7% | +17.1% | -11.6% |
| All | -8.6% | -25.7% | +17.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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