+154.0%
NEM vs TEL
+50.4%
+103.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | -2.3% | -1.0% | -2.6% |
| 30D | +7.8% | -6.1% | +13.9% | +9.8% |
| 3M | +36.3% | +1.7% | +34.6% | +35.3% |
| 6M | +6.6% | +1.6% | +4.9% | +5.7% |
| YTD | +27.1% | -9.1% | +36.2% | +29.3% |
| 1Y | +62.3% | -1.7% | +64.0% | +62.5% |
| 3Y | +245.1% | +67.3% | +177.7% | +203.0% |
| 5Y | +154.0% | +52.1% | +101.9% | +115.2% |
| All | +154.0% | +50.4% | +103.6% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling