+309.3%
TEL vs NTRA
+3,199.2%
-2,889.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.4% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | -0.7% | +4.1% | -4.8% | -1.3% |
| 3M | +2.4% | +50.0% | -47.6% | -4.7% |
| 6M | +4.1% | +67.3% | -63.2% | -5.2% |
| YTD | -5.8% | +43.6% | -49.4% | -12.3% |
| 1Y | +0.9% | +89.2% | -88.4% | -10.2% |
| 3Y | +72.6% | +502.5% | -429.9% | +25.0% |
| 5Y | +57.5% | +173.8% | -116.2% | +20.8% |
| All | +309.3% | +3,199.2% | -2,889.9% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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