+540.8%
NVT vs TW
+209.8%
+331.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | +2.0% | -2.7% | +4.7% | +2.8% |
| 30D | -7.2% | -1.7% | -5.4% | -6.8% |
| 3M | -0.9% | +1.6% | -2.5% | -2.6% |
| 6M | +42.6% | -17.7% | +60.3% | +49.2% |
| YTD | +52.9% | -4.3% | +57.2% | +50.9% |
| 1Y | +64.5% | -13.1% | +77.6% | +67.5% |
| 3Y | +178.0% | +20.3% | +157.7% | +143.5% |
| 5Y | +402.8% | +22.0% | +380.8% | +327.8% |
| All | +540.8% | +209.8% | +331.0% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling