+66.7%
TEL vs VFC
-27.2%
+93.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +1.2% | -2.3% | +3.6% | +1.7% |
| 30D | -4.1% | -13.4% | +9.2% | -1.5% |
| 3M | -2.6% | -23.7% | +21.1% | +2.1% |
| 6M | 0.0% | -24.5% | +24.5% | +4.8% |
| YTD | -9.1% | -27.8% | +18.8% | -4.0% |
| 1Y | -0.8% | -13.5% | +12.6% | +1.0% |
| All | +66.7% | -27.2% | +93.9% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling