+16.2%
TFC vs TEL
-10.5%
+26.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +2.3% | +4.5% | -2.2% | +1.4% |
| 30D | +10.8% | +2.9% | +7.9% | +10.1% |
| 3M | -3.8% | +1.1% | -4.9% | -4.2% |
| 6M | +9.6% | +5.0% | +4.6% | +7.9% |
| YTD | +5.8% | -3.9% | +9.7% | +5.0% |
| 1Y | +16.2% | -7.4% | +23.6% | +16.2% |
| All | +16.2% | -10.5% | +26.6% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling