+158.1%
TEL vs NTR
+97.9%
+60.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | -0.7% | +16.8% | -17.4% | -6.0% |
| 3M | +2.4% | +20.7% | -18.3% | -4.6% |
| 6M | +4.1% | +0.5% | +3.6% | +2.5% |
| YTD | -5.8% | +29.2% | -35.0% | -16.0% |
| 1Y | +0.9% | +39.6% | -38.7% | -13.3% |
| 3Y | +72.6% | +37.9% | +34.7% | +45.5% |
| 5Y | +57.5% | +47.1% | +10.5% | +14.4% |
| All | +158.1% | +97.9% | +60.1% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling