+150.7%
TEL vs NVT
+731.8%
-581.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.1% | +1.4% |
| 7D | +1.6% | +4.1% | -2.5% | -0.4% |
| 30D | -0.7% | -5.1% | +4.5% | +1.5% |
| 3M | +2.4% | -1.2% | +3.6% | +1.4% |
| 6M | +4.1% | +46.6% | -42.5% | -16.3% |
| YTD | -5.8% | +60.0% | -65.8% | -27.9% |
| 1Y | +0.9% | +70.8% | -69.9% | -25.6% |
| 3Y | +72.6% | +187.5% | -114.9% | -9.8% |
| 5Y | +57.5% | +426.1% | -368.6% | -42.5% |
| All | +150.7% | +731.8% | -581.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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