+750.3%
NVT vs TMF
-80.0%
+830.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.1% | -5.1% | +9.2% | +3.5% |
| 30D | -5.1% | -4.6% | -0.5% | -5.5% |
| 3M | -1.2% | -16.6% | +15.4% | -2.8% |
| 6M | +46.6% | -19.9% | +66.5% | +43.5% |
| YTD | +60.0% | -20.2% | +80.1% | +56.7% |
| 1Y | +70.8% | -27.7% | +98.5% | +65.7% |
| 3Y | +187.5% | -43.9% | +231.5% | +174.6% |
| 5Y | +426.1% | -88.4% | +514.6% | +283.9% |
| All | +750.3% | -80.0% | +830.2% | +711.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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