+309.3%
TEL vs NVMI
+3,158.6%
-2,849.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.1% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -0.7% | -8.4% | +7.7% | +2.0% |
| 3M | +2.4% | -33.6% | +36.0% | +15.6% |
| 6M | +4.1% | -14.7% | +18.8% | +6.3% |
| YTD | -5.8% | +13.2% | -19.0% | -13.7% |
| 1Y | +0.9% | +29.0% | -28.1% | -12.3% |
| 3Y | +72.6% | +215.0% | -142.4% | -1.8% |
| 5Y | +57.5% | +268.6% | -211.0% | -19.2% |
| All | +309.3% | +3,158.6% | -2,849.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling