+651.2%
NVDL vs TT
+118.5%
+532.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -3.4% |
| 7D | -8.7% | -1.0% | -7.7% | -7.4% |
| 30D | -1.3% | -8.9% | +7.6% | +11.4% |
| 3M | +11.4% | -1.8% | +13.2% | +13.3% |
| 6M | +22.9% | +1.9% | +21.0% | +17.3% |
| YTD | +15.4% | +13.8% | +1.6% | -8.3% |
| 1Y | +18.8% | +6.1% | +12.6% | +3.6% |
| All | +651.2% | +118.5% | +532.7% | +264.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling