+79.3%
TEL vs NVDX
+815.5%
-736.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | -4.1% | +3.0% | -7.1% | -4.7% |
| 3M | -2.6% | +6.8% | -9.3% | -4.1% |
| 6M | 0.0% | +28.6% | -28.6% | -4.5% |
| YTD | -9.1% | +17.0% | -26.1% | -12.7% |
| 1Y | -0.8% | +27.0% | -27.8% | -6.2% |
| All | +79.3% | +815.5% | -736.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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