+264.0%
NVT vs TLN
+574.4%
-310.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.5% |
| 7D | +4.1% | -1.3% | +5.4% | +4.7% |
| 30D | -5.1% | -14.3% | +9.2% | +0.9% |
| 3M | -1.2% | -9.3% | +8.1% | +2.7% |
| 6M | +46.6% | -1.1% | +47.7% | +45.9% |
| YTD | +60.0% | -16.6% | +76.6% | +67.6% |
| 1Y | +70.8% | -22.0% | +92.8% | +82.8% |
| 3Y | +187.5% | +470.2% | -282.6% | +46.1% |
| All | +264.0% | +574.4% | -310.4% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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