+52.3%
TEL vs GFS
-2.1%
+54.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +3.2% | -5.5% | -3.2% |
| 30D | -6.1% | -9.6% | +3.5% | -3.5% |
| 3M | +1.7% | -38.5% | +40.2% | +15.1% |
| 6M | +1.6% | -1.3% | +2.9% | -2.0% |
| YTD | -9.1% | +31.8% | -40.9% | -20.6% |
| 1Y | -1.7% | +44.6% | -46.2% | -16.8% |
| 3Y | +67.3% | -20.6% | +88.0% | +62.4% |
| All | +52.3% | -2.1% | +54.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling