+72.7%
NEM vs TEL
+2.3%
+70.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.3% | +3.0% | -2.7% | -1.2% |
| 30D | +23.1% | -3.9% | +27.0% | +25.4% |
| 3M | +18.5% | -5.1% | +23.6% | +21.4% |
| 6M | +7.8% | +0.6% | +7.2% | +5.4% |
| YTD | +29.1% | -7.3% | +36.4% | +28.6% |
| 1Y | +72.7% | +1.1% | +71.5% | +59.9% |
| All | +72.7% | +2.3% | +70.3% | +59.9% |
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 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