+730.1%
NVT vs TSN
-6.8%
+736.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.1% |
| 7D | +7.0% | -7.3% | +14.3% | +9.7% |
| 30D | -2.3% | -8.6% | +6.3% | +0.6% |
| 3M | -3.1% | -7.5% | +4.4% | -1.4% |
| 6M | +47.0% | -14.1% | +61.2% | +52.8% |
| YTD | +56.2% | -9.4% | +65.6% | +58.4% |
| 1Y | +74.5% | -4.1% | +78.6% | +72.0% |
| 3Y | +184.0% | +10.3% | +173.7% | +152.0% |
| 5Y | +410.8% | -19.7% | +430.5% | +416.3% |
| All | +730.1% | -6.8% | +736.9% | +561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling