+696.3%
TEL vs GFI
+386.3%
+310.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.7% |
| 7D | +1.6% | -4.9% | +6.4% | +2.0% |
| 30D | -0.7% | +10.7% | -11.4% | -1.6% |
| 3M | +2.4% | +25.6% | -23.2% | +0.2% |
| 6M | +4.1% | -8.3% | +12.4% | +4.3% |
| YTD | -5.8% | +6.3% | -12.1% | -7.0% |
| 1Y | +0.9% | +22.1% | -21.2% | -1.8% |
| 3Y | +72.6% | +289.2% | -216.6% | +50.6% |
| 5Y | +57.5% | +531.7% | -474.1% | +29.1% |
| 10Y | +313.6% | +1,043.8% | -730.1% | +204.8% |
| All | +696.3% | +386.3% | +310.0% | +423.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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