-30.1%
NVTS vs TD
+109.3%
-139.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.3% |
| 7D | +3.9% | +1.1% | +2.8% | +2.6% |
| 30D | -4.3% | +5.2% | -9.5% | -10.0% |
| 3M | -34.5% | +1.2% | -35.7% | -34.8% |
| 6M | -57.7% | +17.7% | -75.5% | -65.7% |
| YTD | +25.4% | +34.2% | -8.9% | -15.0% |
| 1Y | +13.1% | +55.4% | -42.3% | -37.5% |
| 3Y | +48.9% | +130.4% | -81.5% | -50.4% |
| 5Y | -51.8% | +101.8% | -153.6% | -79.5% |
| All | -30.1% | +109.3% | -139.4% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling