+51.6%
TEL vs FN
+289.0%
-237.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.1% |
| 7D | +3.0% | -1.7% | +4.6% | +3.3% |
| 30D | -3.9% | -22.0% | +18.1% | +1.1% |
| 3M | -5.1% | -43.0% | +37.9% | +6.3% |
| 6M | +0.6% | -27.7% | +28.3% | +4.4% |
| YTD | -7.3% | -10.5% | +3.2% | -9.9% |
| 1Y | +1.1% | +12.5% | -11.4% | -7.7% |
| 3Y | +63.7% | +153.8% | -90.1% | +11.1% |
| All | +51.6% | +289.0% | -237.4% | -16.2% |
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