+2,490.2%
NVDL vs TT
+154.8%
+2,335.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.9% |
| 7D | -10.3% | -1.2% | -9.1% | -8.9% |
| 30D | -7.1% | -7.3% | +0.2% | +1.9% |
| 3M | +6.6% | -3.6% | +10.2% | +11.0% |
| 6M | +21.1% | +2.8% | +18.2% | +15.1% |
| YTD | +15.2% | +14.5% | +0.7% | -6.8% |
| 1Y | +18.8% | +7.4% | +11.4% | +3.9% |
| 3Y | +649.9% | +116.2% | +533.7% | +270.5% |
| All | +2,490.2% | +154.8% | +2,335.4% | +907.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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