+95.3%
TFC vs TEL
+301.8%
-206.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -2.3% | -0.2% | -1.0% |
| 30D | -2.8% | -6.1% | +3.2% | +0.9% |
| 3M | +2.1% | +1.7% | +0.5% | -0.3% |
| 6M | +10.1% | +1.6% | +8.5% | +5.6% |
| YTD | +5.4% | -9.1% | +14.5% | +7.7% |
| 1Y | +16.3% | -1.7% | +18.0% | +10.8% |
| 3Y | +95.9% | +67.3% | +28.5% | +21.8% |
| 5Y | +16.0% | +52.1% | -36.1% | -24.0% |
| All | +95.3% | +301.8% | -206.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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