+70.4%
TEL vs NXT
+173.5%
-103.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.3% |
| 7D | +1.6% | -1.9% | +3.5% | +1.8% |
| 30D | -0.7% | -20.0% | +19.4% | +2.4% |
| 3M | +2.4% | -30.7% | +33.2% | +7.2% |
| 6M | +4.1% | -29.0% | +33.1% | +7.9% |
| YTD | -5.8% | -4.8% | -1.0% | -6.2% |
| 1Y | +0.9% | +22.8% | -21.9% | -2.4% |
| 3Y | +72.6% | +93.9% | -21.3% | +53.5% |
| All | +70.4% | +173.5% | -103.1% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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