+420.3%
NVT vs TSN
-17.2%
+437.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.7% | +4.6% |
| 7D | +4.1% | +3.0% | +1.0% | +3.8% |
| 30D | -5.1% | -4.2% | -0.9% | -4.8% |
| 3M | -1.2% | -3.9% | +2.7% | -1.3% |
| 6M | +46.6% | -9.8% | +56.4% | +47.4% |
| YTD | +60.0% | -7.3% | +67.3% | +60.1% |
| 1Y | +70.8% | -2.2% | +73.0% | +69.1% |
| 3Y | +187.5% | +11.9% | +175.7% | +168.9% |
| All | +420.3% | -17.2% | +437.5% | +433.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 5y: compounded portfolio wealth divided by compounded TSN 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…
5y analysis · Full analysis span regression · 6 months rolling