+370.8%
NEM vs TEL
+707.4%
-336.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +3.1% | +1.2% | +1.8% | +2.8% |
| 30D | +10.0% | -4.1% | +14.1% | +11.1% |
| 3M | +30.9% | -2.6% | +33.5% | +31.6% |
| 6M | +10.5% | 0.0% | +10.5% | +10.2% |
| YTD | +29.7% | -9.1% | +38.8% | +32.1% |
| 1Y | +71.1% | -0.8% | +72.0% | +70.9% |
| 3Y | +252.1% | +67.4% | +184.7% | +206.8% |
| 5Y | +157.7% | +51.8% | +106.0% | +126.0% |
| 10Y | +319.4% | +299.4% | +19.9% | +177.6% |
| All | +370.8% | +707.4% | -336.6% | +117.8% |
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