+129.4%
NVT vs TLN
+580.6%
-451.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.5% |
| 7D | +8.0% | +11.0% | -3.1% | +3.0% |
| 30D | -24.8% | +4.9% | -29.7% | -25.8% |
| 3M | -32.4% | +4.9% | -37.3% | -33.6% |
| 6M | -33.5% | +7.1% | -40.6% | -35.3% |
| YTD | +13.2% | +0.3% | +12.9% | +10.3% |
| 1Y | +9.0% | +5.9% | +3.1% | +3.8% |
| 3Y | +129.4% | +578.5% | -449.1% | +9.4% |
| All | +129.4% | +580.6% | -451.2% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling