+0.1%
NVTS vs TLN
+710.8%
-710.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -4.9% |
| 7D | +3.9% | +11.0% | -7.1% | -1.3% |
| 30D | -4.3% | +4.9% | -9.2% | -6.5% |
| 3M | -34.5% | +4.9% | -39.4% | -36.3% |
| 6M | -57.7% | +7.1% | -64.8% | -58.4% |
| YTD | +25.4% | +0.3% | +25.0% | +23.4% |
| 1Y | +13.1% | +5.9% | +7.2% | +8.6% |
| 3Y | +48.9% | +578.5% | -529.6% | -32.6% |
| All | +0.1% | +710.8% | -710.7% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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