+42.4%
TEL vs FTV
+17.3%
+25.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +4.5% | +3.9% | +0.6% | +2.1% |
| 30D | +2.9% | +18.7% | -15.8% | -7.6% |
| 3M | +1.1% | +10.0% | -8.9% | -4.9% |
| 6M | +5.0% | +14.6% | -9.6% | -4.0% |
| YTD | -3.9% | +23.4% | -27.3% | -17.7% |
| 1Y | -7.4% | +31.3% | -38.7% | -24.2% |
| 3Y | +81.0% | +39.8% | +41.2% | +36.8% |
| All | +42.4% | +17.3% | +25.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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