+158.9%
TFC vs TEL
+723.0%
-564.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +2.4% | +3.0% | -0.5% | +0.4% |
| 30D | -1.3% | -3.9% | +2.6% | +0.9% |
| 3M | +6.1% | -5.1% | +11.2% | +8.2% |
| 6M | +7.3% | +0.6% | +6.7% | +4.1% |
| YTD | +8.2% | -7.3% | +15.5% | +9.2% |
| 1Y | +14.4% | +1.1% | +13.3% | +7.8% |
| 3Y | +93.7% | +63.7% | +30.0% | +29.6% |
| 5Y | +16.4% | +50.7% | -34.3% | -18.8% |
| 10Y | +101.6% | +290.2% | -188.6% | -26.2% |
| All | +158.9% | +723.0% | -564.2% | -48.6% |
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 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