-55.5%
NVTS vs TLN
-2.7%
-52.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.5% | +2.7% |
| 7D | +7.9% | +15.9% | -8.0% | -5.1% |
| 30D | +0.8% | -0.3% | +1.1% | +0.9% |
| 3M | -26.0% | +5.8% | -31.8% | -30.9% |
| 6M | -55.5% | -1.2% | -54.3% | -54.4% |
| All | -55.5% | -2.7% | -52.8% | -54.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling