+921.1%
TEL vs FN
+2,887.5%
-1,966.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.3% | -2.3% |
| 7D | -2.8% | 0.0% | -2.8% | -3.4% |
| 30D | -4.1% | -34.3% | +30.2% | +4.3% |
| 3M | -3.4% | -39.9% | +36.5% | +6.3% |
| 6M | -3.5% | -51.8% | +48.3% | +9.5% |
| YTD | -8.0% | -28.1% | +20.1% | -6.6% |
| 1Y | -13.7% | -29.1% | +15.4% | -12.4% |
| 3Y | +71.9% | +102.4% | -30.5% | +29.2% |
| 5Y | +40.9% | +171.7% | -130.8% | -4.0% |
| 10Y | +293.3% | +773.5% | -480.2% | +105.0% |
| All | +921.1% | +2,887.5% | -1,966.4% | +308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling