+66.6%
TEL vs NSC
+75.0%
-8.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -1.4% | -0.9% | -1.7% |
| 30D | -6.1% | -3.4% | -2.7% | -4.9% |
| 3M | +1.7% | +5.1% | -3.4% | -0.8% |
| 6M | +1.6% | +9.2% | -7.6% | -2.8% |
| YTD | -9.1% | +13.4% | -22.5% | -14.6% |
| 1Y | -1.7% | +20.8% | -22.5% | -10.2% |
| All | +66.6% | +75.0% | -8.4% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling