+505.8%
NVT vs TMF
-80.8%
+586.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -1.5% |
| 7D | +17.4% | -8.2% | +25.6% | +16.4% |
| 30D | -28.4% | +5.3% | -33.7% | -27.8% |
| 3M | -32.4% | -8.5% | -23.9% | -32.8% |
| 6M | -32.2% | -17.2% | -15.0% | -33.2% |
| YTD | +14.0% | -23.4% | +37.4% | +11.5% |
| 1Y | +4.3% | -30.2% | +34.5% | +0.9% |
| 3Y | +131.7% | -32.9% | +164.7% | +127.4% |
| 5Y | +232.4% | -88.5% | +321.0% | +143.1% |
| All | +505.8% | -80.8% | +586.6% | +476.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling