+309.3%
TEL vs VFC
-69.1%
+378.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +2.3% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | -0.7% | -9.0% | +8.3% | +2.1% |
| 3M | +2.4% | -24.2% | +26.6% | +10.4% |
| 6M | +4.1% | -18.5% | +22.6% | +9.5% |
| YTD | -5.8% | -25.9% | +20.0% | +1.5% |
| 1Y | +0.9% | -13.0% | +13.9% | +2.4% |
| 3Y | +72.6% | -20.3% | +92.9% | +56.0% |
| 5Y | +57.5% | -78.1% | +135.6% | +144.0% |
| All | +309.3% | -69.1% | +378.4% | +441.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling