+73.4%
TEL vs NVD
-99.1%
+172.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | +1.6% | +10.8% | -9.2% | +2.8% |
| 30D | -0.7% | +0.8% | -1.4% | -0.2% |
| 3M | +2.4% | -20.8% | +23.3% | +0.7% |
| 6M | +4.1% | -41.2% | +45.3% | -0.3% |
| YTD | -5.8% | -44.2% | +38.4% | -9.8% |
| 1Y | +0.9% | -54.2% | +55.0% | -4.4% |
| 3Y | +72.6% | -99.1% | +171.7% | +18.1% |
| All | +73.4% | -99.1% | +172.6% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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