+138.6%
NOK vs TEL
+316.2%
-177.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +3.0% |
| 7D | +11.0% | +1.6% | +9.4% | +10.1% |
| 30D | +7.8% | -0.7% | +8.5% | +8.0% |
| 3M | -21.0% | +2.4% | -23.4% | -22.2% |
| 6M | +40.9% | +4.1% | +36.8% | +36.7% |
| YTD | +72.0% | -5.8% | +77.8% | +73.3% |
| 1Y | +140.9% | +0.9% | +140.0% | +132.8% |
| 3Y | +194.3% | +72.6% | +121.7% | +107.0% |
| 5Y | +112.5% | +57.5% | +55.0% | +54.9% |
| All | +138.6% | +316.2% | -177.6% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling