-33.5%
NVT vs TMF
-18.1%
-15.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -1.0% |
| 7D | +8.0% | -9.3% | +17.2% | +5.4% |
| 30D | -24.8% | +1.9% | -26.7% | -25.7% |
| 3M | -32.4% | -11.2% | -21.2% | -31.4% |
| 6M | -33.5% | -17.7% | -15.8% | -32.3% |
| All | -33.5% | -18.1% | -15.4% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling