+42.4%
TEL vs FN
+169.4%
-127.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | +1.0% |
| 7D | +4.5% | +0.3% | +4.2% | +4.2% |
| 30D | +2.9% | -16.5% | +19.4% | +6.1% |
| 3M | +1.1% | -42.1% | +43.2% | +12.6% |
| 6M | +5.0% | -52.9% | +57.9% | +20.6% |
| YTD | -3.9% | -28.0% | +24.1% | -3.2% |
| 1Y | -7.4% | -18.5% | +11.1% | -9.8% |
| 3Y | +81.0% | +93.9% | -12.9% | +29.7% |
| All | +42.4% | +169.4% | -127.0% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling