+292.6%
TEL vs FN
+899.8%
-607.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.2% |
| 7D | +3.0% | -1.7% | +4.6% | +3.4% |
| 30D | -3.9% | -22.0% | +18.1% | +1.7% |
| 3M | -5.1% | -43.0% | +37.9% | +7.6% |
| 6M | +0.6% | -27.7% | +28.3% | +4.7% |
| YTD | -7.3% | -10.5% | +3.2% | -10.2% |
| 1Y | +1.1% | +12.5% | -11.4% | -8.7% |
| 3Y | +63.7% | +153.8% | -90.1% | +7.4% |
| 5Y | +50.7% | +288.0% | -237.3% | -17.6% |
| All | +292.6% | +899.8% | -607.2% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling