+466.9%
TEL vs NWSA
+123.2%
+343.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | -1.4% | -2.6% | +1.2% | -0.2% |
| 30D | -4.9% | +4.6% | -9.4% | -6.9% |
| 3M | +0.1% | +10.2% | -10.1% | -5.0% |
| 6M | +0.4% | +21.6% | -21.3% | -9.4% |
| YTD | -8.9% | +14.6% | -23.6% | -15.9% |
| 1Y | -0.3% | +0.4% | -0.7% | -2.3% |
| 3Y | +67.6% | +45.0% | +22.6% | +36.8% |
| 5Y | +50.7% | +41.3% | +9.4% | +21.6% |
| 10Y | +288.6% | +142.8% | +145.8% | +125.9% |
| All | +466.9% | +123.2% | +343.7% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling