+712.7%
TEL vs VFC
+60.4%
+652.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.9% |
| 7D | +4.5% | +1.6% | +2.9% | +3.9% |
| 30D | +2.9% | +25.5% | -22.6% | -5.6% |
| 3M | +1.1% | +41.3% | -40.1% | -11.5% |
| 6M | +5.0% | +22.2% | -17.2% | -4.3% |
| YTD | -3.9% | +16.4% | -20.3% | -11.3% |
| 1Y | -7.4% | +38.4% | -45.9% | -20.4% |
| 3Y | +81.0% | +56.2% | +24.8% | +22.9% |
| 5Y | +42.3% | -68.2% | +110.5% | +94.8% |
| 10Y | +284.8% | -48.4% | +333.2% | +269.2% |
| All | +712.7% | +60.4% | +652.3% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling