+501.5%
NVT vs TMF
-81.1%
+582.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.8% |
| 7D | +8.0% | -9.3% | +17.2% | +6.9% |
| 30D | -24.8% | +1.9% | -26.7% | -24.5% |
| 3M | -32.4% | -11.2% | -21.2% | -33.0% |
| 6M | -33.5% | -17.7% | -15.8% | -34.5% |
| YTD | +13.2% | -24.5% | +37.6% | +10.5% |
| 1Y | +9.0% | -29.4% | +38.4% | +5.6% |
| 3Y | +129.4% | -33.4% | +162.8% | +125.0% |
| 5Y | +230.1% | -88.7% | +318.8% | +141.1% |
| All | +501.5% | -81.1% | +582.6% | +472.1% |
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 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