+180.7%
NVT vs TMF
-42.1%
+222.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.4% |
| 7D | +7.0% | -0.9% | +7.9% | +7.0% |
| 30D | -2.3% | -1.0% | -1.4% | -2.3% |
| 3M | -3.1% | -11.3% | +8.2% | -2.6% |
| 6M | +47.0% | -22.7% | +69.7% | +48.1% |
| YTD | +56.2% | -17.3% | +73.6% | +57.2% |
| 1Y | +74.5% | -22.5% | +97.0% | +75.7% |
| All | +180.7% | -42.1% | +222.8% | +175.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling