+187.5%
NVT vs TNA
+101.9%
+85.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +4.2% |
| 7D | +4.1% | -7.3% | +11.3% | +7.2% |
| 30D | -5.1% | -14.2% | +9.0% | +0.7% |
| 3M | -1.2% | -4.6% | +3.4% | +0.7% |
| 6M | +46.6% | +36.9% | +9.7% | +29.1% |
| YTD | +60.0% | +42.5% | +17.4% | +38.1% |
| 1Y | +70.8% | +45.8% | +25.0% | +44.8% |
| 3Y | +187.5% | +104.7% | +82.9% | +109.3% |
| All | +187.5% | +101.9% | +85.7% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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