-12.9%
NVTS vs TDY
+36.3%
-49.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.1% |
| 7D | +0.5% | -1.9% | +2.3% | +2.8% |
| 30D | -18.0% | -12.5% | -5.5% | -3.6% |
| 3M | -45.6% | -0.8% | -44.8% | -44.4% |
| 6M | +28.5% | -9.0% | +37.4% | +49.2% |
| YTD | +56.2% | +16.8% | +39.4% | +39.7% |
| 1Y | +97.7% | +9.5% | +88.2% | +91.1% |
| 3Y | +35.0% | +45.4% | -10.4% | -6.3% |
| All | -12.9% | +36.3% | -49.2% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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