+67.5%
TEL vs NVD
-99.2%
+166.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | +0.1% |
| 7D | +1.2% | +0.5% | +0.7% | +1.3% |
| 30D | -4.1% | -9.3% | +5.2% | -4.9% |
| 3M | -2.6% | -22.1% | +19.5% | -4.3% |
| 6M | 0.0% | -45.8% | +45.8% | -5.2% |
| YTD | -9.1% | -46.7% | +37.7% | -13.4% |
| 1Y | -0.8% | -59.5% | +58.6% | -7.3% |
| 3Y | +67.4% | -99.2% | +166.5% | +14.2% |
| All | +67.5% | -99.2% | +166.6% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling