+420.3%
NVT vs TD
+125.7%
+294.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +4.0% | +4.2% |
| 7D | +4.1% | -0.5% | +4.6% | +4.5% |
| 30D | -5.1% | -1.9% | -3.2% | -3.8% |
| 3M | -1.2% | +4.8% | -5.9% | -4.2% |
| 6M | +46.6% | +28.0% | +18.6% | +23.5% |
| YTD | +60.0% | +30.3% | +29.7% | +33.1% |
| 1Y | +70.8% | +59.8% | +11.0% | +23.7% |
| 3Y | +187.5% | +124.7% | +62.9% | +61.7% |
| All | +420.3% | +125.7% | +294.6% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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