+153.1%
TFC vs TEL
+753.4%
-600.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.7% |
| 7D | +2.3% | +4.5% | -2.2% | -0.7% |
| 30D | +10.8% | +2.9% | +7.9% | +8.2% |
| 3M | -3.8% | +1.1% | -4.9% | -5.7% |
| 6M | +9.6% | +5.0% | +4.6% | +3.6% |
| YTD | +5.8% | -3.9% | +9.7% | +3.3% |
| 1Y | +16.2% | -7.4% | +23.6% | +15.7% |
| 3Y | +96.0% | +81.0% | +15.0% | +21.5% |
| 5Y | +1.7% | +42.3% | -40.6% | -26.7% |
| 10Y | +79.9% | +284.8% | -205.0% | -34.1% |
| All | +153.1% | +753.4% | -600.3% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling