+187.5%
NVT vs TW
+19.1%
+168.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.7% | +4.7% |
| 7D | +4.1% | -4.5% | +8.6% | +4.2% |
| 30D | -5.1% | -2.3% | -2.9% | -5.1% |
| 3M | -1.2% | +2.6% | -3.8% | -2.0% |
| 6M | +46.6% | -17.5% | +64.1% | +49.9% |
| YTD | +60.0% | -5.3% | +65.3% | +58.6% |
| 1Y | +70.8% | -14.8% | +85.6% | +73.8% |
| 3Y | +187.5% | +18.8% | +168.7% | +156.1% |
| All | +187.5% | +19.1% | +168.5% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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