+93.0%
TFC vs TEL
+65.7%
+27.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.3% | +1.2% | -2.5% | -1.8% |
| 30D | -2.3% | -4.1% | +1.8% | -0.7% |
| 3M | +2.5% | -2.6% | +5.0% | +2.8% |
| 6M | +9.5% | 0.0% | +9.5% | +7.1% |
| YTD | +5.1% | -9.1% | +14.1% | +6.9% |
| 1Y | +15.5% | -0.8% | +16.3% | +9.8% |
| All | +93.0% | +65.7% | +27.3% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling