+52.4%
TEL vs GFS
-2.1%
+54.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | +1.2% | +4.5% | -3.3% | 0.0% |
| 30D | -4.1% | -8.2% | +4.1% | -1.9% |
| 3M | -2.6% | -38.9% | +36.3% | +10.5% |
| 6M | 0.0% | -2.9% | +2.9% | -3.1% |
| YTD | -9.1% | +31.8% | -40.8% | -20.6% |
| 1Y | -0.8% | +43.1% | -44.0% | -15.9% |
| 3Y | +67.4% | -20.6% | +88.0% | +62.5% |
| All | +52.4% | -2.1% | +54.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling