+66.6%
TEL vs GFS
-21.4%
+88.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +3.2% | -5.5% | -3.1% |
| 30D | -6.1% | -9.6% | +3.5% | -3.7% |
| 3M | +1.7% | -38.5% | +40.2% | +14.3% |
| 6M | +1.6% | -1.3% | +2.9% | -2.6% |
| YTD | -9.1% | +31.8% | -40.9% | -21.0% |
| 1Y | -1.7% | +44.6% | -46.2% | -17.3% |
| All | +66.6% | -21.4% | +88.0% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling