-6.3%
NVTS vs TMF
-86.4%
+80.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +9.7% | +1.0% | +8.7% | +9.5% |
| 30D | -13.6% | -1.8% | -11.8% | -13.4% |
| 3M | -51.0% | -8.2% | -42.7% | -50.4% |
| 6M | +46.3% | -19.5% | +65.8% | +50.7% |
| YTD | +68.1% | -16.0% | +84.0% | +71.6% |
| 1Y | +113.9% | -22.5% | +136.4% | +120.9% |
| 3Y | +45.3% | -42.3% | +87.5% | +49.3% |
| All | -6.3% | -86.4% | +80.1% | -12.5% |
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