+154.0%
NVTS vs TEM
+46.9%
+107.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.3% | -2.4% |
| 7D | +0.5% | -9.2% | +9.6% | +4.0% |
| 30D | -18.0% | +5.5% | -23.5% | -21.0% |
| 3M | -45.6% | +18.7% | -64.3% | -50.3% |
| 6M | +28.5% | +15.4% | +13.1% | +17.1% |
| YTD | +56.2% | -0.5% | +56.7% | +51.2% |
| 1Y | +97.7% | -24.8% | +122.5% | +112.1% |
| All | +154.0% | +46.9% | +107.1% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling