+670.1%
TEL vs FTI
+537.2%
+132.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.1% |
| 7D | -1.4% | -0.2% | -1.3% | -1.4% |
| 30D | -4.9% | +12.3% | -17.2% | -8.5% |
| 3M | +0.1% | +13.8% | -13.7% | -4.6% |
| 6M | +0.4% | +24.3% | -23.9% | -7.5% |
| YTD | -8.9% | +75.8% | -84.7% | -25.2% |
| 1Y | -0.3% | +99.6% | -99.9% | -21.7% |
| 3Y | +67.6% | +278.4% | -210.8% | +3.2% |
| 5Y | +50.7% | +1,168.7% | -1,118.0% | -43.2% |
| 10Y | +288.6% | +297.5% | -8.9% | +81.3% |
| All | +670.1% | +537.2% | +132.9% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling