+194.3%
NOK vs TEL
+71.6%
+122.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +3.6% |
| 7D | +11.0% | +1.6% | +9.4% | +10.4% |
| 30D | +7.8% | -0.7% | +8.5% | +8.0% |
| 3M | -21.0% | +2.4% | -23.4% | -21.8% |
| 6M | +40.9% | +4.1% | +36.8% | +38.7% |
| YTD | +72.0% | -5.8% | +77.8% | +73.2% |
| 1Y | +140.9% | +0.9% | +140.0% | +135.2% |
| 3Y | +194.3% | +72.6% | +121.7% | +118.8% |
| All | +194.3% | +71.6% | +122.6% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling