+133.5%
NVT vs TMF
-28.1%
+161.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +3.5% | -3.4% | +6.8% | +3.4% |
| 30D | -28.2% | +11.5% | -39.7% | -28.3% |
| 3M | -30.1% | -4.5% | -25.5% | -29.9% |
| 6M | -32.5% | -15.0% | -17.5% | -32.1% |
| YTD | +15.2% | -19.9% | +35.1% | +15.9% |
| 1Y | +7.2% | -26.6% | +33.8% | +7.8% |
| All | +133.5% | -28.1% | +161.6% | +131.8% |
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