+712.5%
NVT vs TNA
-6.8%
+719.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.0% |
| 7D | +2.0% | -7.6% | +9.6% | +5.0% |
| 30D | -7.2% | -13.6% | +6.5% | -2.1% |
| 3M | -0.9% | +2.8% | -3.7% | -1.9% |
| 6M | +42.6% | +34.5% | +8.1% | +27.1% |
| YTD | +52.9% | +41.0% | +11.9% | +33.1% |
| 1Y | +64.5% | +52.0% | +12.4% | +37.9% |
| 3Y | +178.0% | +103.5% | +74.5% | +90.3% |
| 5Y | +402.8% | -22.5% | +425.3% | +325.4% |
| All | +712.5% | -6.8% | +719.3% | +363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling