-25.2%
NVTS vs TMF
-86.5%
+61.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.1% | +11.2% | +11.3% |
| 7D | +20.8% | +0.6% | +20.2% | +20.7% |
| 30D | -11.1% | +16.3% | -27.4% | -13.4% |
| 3M | -31.0% | -2.7% | -28.3% | -30.9% |
| 6M | -47.4% | -13.2% | -34.2% | -46.4% |
| YTD | +34.2% | -16.7% | +50.9% | +37.0% |
| 1Y | +22.2% | -22.7% | +44.9% | +26.2% |
| 3Y | +68.4% | -26.1% | +94.5% | +71.4% |
| 5Y | -39.0% | -88.4% | +49.4% | -49.4% |
| All | -25.2% | -86.5% | +61.3% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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