+683.8%
TEL vs NOC
+1,022.2%
-338.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.8% |
| 7D | +3.0% | -5.2% | +8.1% | +5.6% |
| 30D | -3.9% | -7.2% | +3.3% | -0.7% |
| 3M | -5.1% | -5.1% | 0.0% | -3.5% |
| 6M | +0.6% | -31.1% | +31.7% | +19.2% |
| YTD | -7.3% | -8.6% | +1.3% | -5.6% |
| 1Y | +1.1% | -9.7% | +10.9% | +3.2% |
| 3Y | +63.7% | +24.3% | +39.4% | +34.3% |
| 5Y | +50.7% | +52.6% | -2.0% | +3.0% |
| 10Y | +290.2% | +183.6% | +106.6% | +58.1% |
| All | +683.8% | +1,022.2% | -338.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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