+1.1%
TEL vs NTR
+43.1%
-41.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +3.0% | +8.1% | -5.2% | +3.1% |
| 30D | -3.9% | +18.8% | -22.7% | -3.6% |
| 3M | -5.1% | +16.2% | -21.3% | -5.0% |
| 6M | +0.6% | +9.8% | -9.2% | -0.1% |
| YTD | -7.3% | +30.9% | -38.2% | -8.2% |
| 1Y | +1.1% | +41.8% | -40.6% | +0.7% |
| All | +1.1% | +43.1% | -41.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling