+164.2%
NVTS vs TEM
+53.2%
+111.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.3% | -1.6% |
| 7D | +3.5% | -1.1% | +4.5% | +3.8% |
| 30D | -11.9% | +11.3% | -23.2% | -16.8% |
| 3M | -49.2% | +25.5% | -74.8% | -54.5% |
| 6M | +38.4% | +17.1% | +21.3% | +25.4% |
| YTD | +62.5% | +3.8% | +58.7% | +54.9% |
| 1Y | +101.4% | -24.4% | +125.7% | +115.2% |
| All | +164.2% | +53.2% | +111.0% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling