+56.5%
TEL vs NWSA
+40.0%
+16.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +1.6% | -2.8% | +4.4% | +2.9% |
| 30D | -0.7% | +3.0% | -3.7% | -2.2% |
| 3M | +2.4% | +12.3% | -9.9% | -3.7% |
| 6M | +4.1% | +21.9% | -17.7% | -6.6% |
| YTD | -5.8% | +13.6% | -19.4% | -12.9% |
| 1Y | +0.9% | +0.5% | +0.4% | -0.8% |
| 3Y | +72.6% | +43.8% | +28.8% | +38.4% |
| All | +56.5% | +40.0% | +16.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling