+309.3%
TEL vs NRG
+1,083.9%
-774.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.1% |
| 7D | +1.6% | -4.7% | +6.3% | +2.9% |
| 30D | -0.7% | -6.0% | +5.3% | +0.8% |
| 3M | +2.4% | -8.0% | +10.4% | +2.9% |
| 6M | +4.1% | -23.2% | +27.3% | +9.6% |
| YTD | -5.8% | -28.1% | +22.2% | +0.9% |
| 1Y | +0.9% | -27.3% | +28.1% | +7.3% |
| 3Y | +72.6% | +208.7% | -136.1% | +11.8% |
| 5Y | +57.5% | +197.7% | -140.1% | +1.2% |
| All | +309.3% | +1,083.9% | -774.6% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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