+50.3%
TEL vs NVTS
-20.2%
+70.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.2% |
| 7D | -2.3% | +0.5% | -2.7% | -2.3% |
| 30D | -6.1% | -18.0% | +12.0% | -4.9% |
| 3M | +1.7% | -45.6% | +47.3% | +5.4% |
| 6M | +1.6% | +28.5% | -26.8% | -2.9% |
| YTD | -9.1% | +56.2% | -65.2% | -14.9% |
| 1Y | -1.7% | +97.7% | -99.4% | -10.7% |
| 3Y | +67.3% | +35.0% | +32.3% | +50.9% |
| All | +50.3% | -20.2% | +70.5% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling