+750.3%
NVT vs TDY
+202.3%
+547.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +3.7% |
| 7D | +4.1% | -1.1% | +5.2% | +5.0% |
| 30D | -5.1% | -12.0% | +6.9% | +4.6% |
| 3M | -1.2% | -3.2% | +2.0% | +1.6% |
| 6M | +46.6% | -7.9% | +54.4% | +56.3% |
| YTD | +60.0% | +18.2% | +41.8% | +40.4% |
| 1Y | +70.8% | +6.7% | +64.1% | +61.7% |
| 3Y | +187.5% | +47.5% | +140.0% | +111.3% |
| 5Y | +426.1% | +39.5% | +386.6% | +294.6% |
| All | +750.3% | +202.3% | +547.9% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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