+52.1%
TEL vs FTI
+1,109.5%
-1,057.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.6% |
| 7D | -2.3% | -5.6% | +3.3% | -1.1% |
| 30D | -6.1% | +0.4% | -6.5% | -6.2% |
| 3M | +1.7% | +8.1% | -6.4% | -0.4% |
| 6M | +1.6% | +16.7% | -15.1% | -2.5% |
| YTD | -9.1% | +70.0% | -79.0% | -19.9% |
| 1Y | -1.7% | +85.4% | -87.1% | -15.2% |
| 3Y | +67.3% | +265.9% | -198.6% | +23.7% |
| 5Y | +52.1% | +1,072.7% | -1,020.6% | -16.5% |
| All | +52.1% | +1,109.5% | -1,057.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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