+32.6%
NET vs TEL
+55.0%
-22.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.8% |
| 7D | -16.4% | -0.5% | -15.9% | -15.9% |
| 30D | -25.8% | +0.6% | -26.4% | -26.3% |
| 3M | -11.5% | +2.0% | -13.5% | -14.1% |
| 6M | +18.9% | +8.1% | +10.8% | +7.3% |
| YTD | +35.2% | -2.2% | +37.4% | +28.6% |
| 1Y | +14.5% | -8.6% | +23.1% | +16.6% |
| 3Y | +313.8% | +83.1% | +230.7% | +61.1% |
| 5Y | +32.6% | +53.6% | -21.0% | -35.7% |
| All | +32.6% | +55.0% | -22.4% | -35.7% |
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