+309.3%
TEL vs NSC
+332.1%
-22.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.1% |
| 7D | +1.6% | -2.8% | +4.4% | +3.2% |
| 30D | -0.7% | -4.5% | +3.9% | +1.8% |
| 3M | +2.4% | +3.5% | -1.1% | -0.1% |
| 6M | +4.1% | +8.5% | -4.4% | -1.5% |
| YTD | -5.8% | +12.3% | -18.2% | -13.0% |
| 1Y | +0.9% | +18.9% | -18.1% | -9.9% |
| 3Y | +72.6% | +74.1% | -1.5% | +19.3% |
| 5Y | +57.5% | +43.9% | +13.6% | +20.5% |
| All | +309.3% | +332.1% | -22.7% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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