-1.7%
TEL vs VFC
-14.7%
+13.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.4% |
| 7D | -2.3% | -3.3% | +1.0% | -1.4% |
| 30D | -6.1% | -14.0% | +8.0% | -2.0% |
| 3M | +1.7% | -22.6% | +24.3% | +8.4% |
| 6M | +1.6% | -24.7% | +26.3% | +8.9% |
| YTD | -9.1% | -29.0% | +19.9% | -0.7% |
| 1Y | -1.7% | -13.8% | +12.1% | +1.9% |
| All | -1.7% | -14.7% | +13.1% | +1.9% |
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