-32.3%
NOK vs TEL
+707.4%
-739.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +9.3% | +1.2% | +8.1% | +8.4% |
| 30D | +17.9% | -4.1% | +22.0% | +20.3% |
| 3M | -22.3% | -2.6% | -19.7% | -21.5% |
| 6M | +36.4% | 0.0% | +36.4% | +34.5% |
| YTD | +66.3% | -9.1% | +75.4% | +70.7% |
| 1Y | +134.4% | -0.8% | +135.3% | +127.3% |
| 3Y | +186.6% | +67.4% | +119.2% | +97.3% |
| 5Y | +102.7% | +51.8% | +50.9% | +46.0% |
| 10Y | +129.8% | +299.4% | -169.6% | -14.4% |
| All | -32.3% | +707.4% | -739.6% | -85.9% |
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