-8.6%
TEL vs GFS
+15.5%
-24.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.2% | +1.5% |
| 7D | -0.5% | -12.5% | +12.1% | +2.5% |
| 30D | +0.6% | -16.9% | +17.5% | +4.5% |
| 3M | +2.0% | -22.3% | +24.2% | +7.1% |
| 6M | +8.1% | -40.2% | +48.3% | +17.3% |
| YTD | -2.2% | +16.0% | -18.1% | -18.4% |
| 1Y | -8.6% | +17.7% | -26.3% | -25.6% |
| All | -8.6% | +15.5% | -24.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling