+1,381.0%
NET vs TEL
+154.5%
+1,226.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -16.4% | -0.5% | -15.9% | -16.0% |
| 30D | -25.8% | +0.6% | -26.4% | -26.1% |
| 3M | -11.5% | +2.0% | -13.5% | -13.1% |
| 6M | +18.9% | +8.1% | +10.8% | +11.5% |
| YTD | +35.2% | -2.2% | +37.4% | +32.2% |
| 1Y | +14.5% | -8.6% | +23.1% | +17.0% |
| 3Y | +313.8% | +83.1% | +230.7% | +155.5% |
| 5Y | +32.6% | +53.6% | -21.0% | -9.7% |
| All | +1,381.0% | +154.5% | +1,226.5% | +816.4% |
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