+50.6%
TEL vs NVTS
-14.2%
+64.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.9% |
| 7D | -1.4% | +9.7% | -11.1% | -2.1% |
| 30D | -4.9% | -13.6% | +8.7% | -4.0% |
| 3M | +0.1% | -51.0% | +51.1% | +4.4% |
| 6M | +0.4% | +46.3% | -46.0% | -4.9% |
| YTD | -8.9% | +68.1% | -77.0% | -15.2% |
| 1Y | -0.3% | +113.9% | -114.2% | -10.0% |
| 3Y | +67.6% | +45.3% | +22.3% | +50.4% |
| All | +50.6% | -14.2% | +64.7% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling