+1.1%
TEL vs VFC
-6.8%
+8.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.0% |
| 7D | +3.0% | -1.6% | +4.6% | +3.4% |
| 30D | -3.9% | -11.6% | +7.7% | -0.6% |
| 3M | -5.1% | -18.1% | +13.0% | -0.5% |
| 6M | +0.6% | -27.4% | +28.0% | +8.3% |
| YTD | -7.3% | -24.8% | +17.5% | -0.4% |
| 1Y | +1.1% | -8.2% | +9.3% | +3.3% |
| All | +1.1% | -6.8% | +8.0% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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