+368.3%
TEL vs USFR
+27.6%
+340.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -4.9% | +0.3% | -5.2% | -4.9% |
| 3M | +0.1% | +1.0% | -0.9% | -0.1% |
| 6M | +0.4% | +1.9% | -1.6% | -0.1% |
| YTD | -8.9% | +2.7% | -11.6% | -9.5% |
| 1Y | -0.3% | +4.0% | -4.3% | -1.3% |
| 3Y | +67.6% | +14.0% | +53.6% | +62.3% |
| 5Y | +50.7% | +20.4% | +30.3% | +43.8% |
| 10Y | +288.6% | +28.1% | +260.6% | +266.9% |
| All | +368.3% | +27.6% | +340.7% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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