+1,171.1%
NVO vs TEL
+707.2%
+463.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.4% | -2.3% | -5.1% | -6.7% |
| 30D | -5.5% | -6.1% | +0.6% | -4.0% |
| 3M | +4.1% | +1.7% | +2.4% | +2.9% |
| 6M | +19.3% | +1.6% | +17.7% | +17.3% |
| YTD | -9.2% | -9.1% | -0.1% | -7.8% |
| 1Y | -15.0% | -1.7% | -13.4% | -15.7% |
| 3Y | -50.9% | +67.3% | -118.2% | -58.7% |
| 5Y | -0.9% | +52.1% | -53.0% | -15.7% |
| 10Y | +152.4% | +299.3% | -146.9% | +54.3% |
| All | +1,171.1% | +707.2% | +463.9% | +503.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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