-16.2%
TEL vs NTRS
+37.4%
-53.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.7% | -2.6% | -4.0% |
| 7D | -7.4% | -0.9% | -6.5% | -6.7% |
| 30D | -6.0% | +1.1% | -7.1% | -6.4% |
| 3M | -5.0% | -6.6% | +1.6% | -1.1% |
| 6M | +0.5% | +7.1% | -6.6% | -3.9% |
| YTD | -8.3% | +27.4% | -35.7% | -22.7% |
| 1Y | -16.2% | +36.5% | -52.8% | -32.3% |
| All | -16.2% | +37.4% | -53.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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