+55.7%
TEL vs NVTS
-16.8%
+72.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +3.3% |
| 7D | +1.6% | -1.4% | +3.0% | +1.7% |
| 30D | -0.7% | -16.5% | +15.9% | +0.5% |
| 3M | +2.4% | -47.6% | +50.1% | +6.4% |
| 6M | +4.1% | +7.3% | -3.2% | +1.0% |
| YTD | -5.8% | +62.9% | -68.7% | -12.1% |
| 1Y | +0.9% | +91.3% | -90.4% | -8.2% |
| 3Y | +72.6% | +43.4% | +29.2% | +54.8% |
| All | +55.7% | -16.8% | +72.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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