-10.8%
NVTS vs TD
+61.0%
-71.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.8% | +6.2% | +4.4% |
| 7D | -0.3% | +1.4% | -1.7% | -2.3% |
| 30D | -24.4% | +10.2% | -34.6% | -35.5% |
| 3M | -26.5% | +8.1% | -34.6% | -35.0% |
| 6M | -41.4% | +22.3% | -63.7% | -58.0% |
| YTD | +30.7% | +39.0% | -8.4% | -29.0% |
| 1Y | -10.8% | +62.6% | -73.4% | -66.1% |
| All | -10.8% | +61.0% | -71.8% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling