-25.3%
NVTS vs TMF
-87.6%
+62.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.6% | -4.4% |
| 7D | +21.6% | -8.2% | +29.8% | +23.2% |
| 30D | -8.5% | +5.3% | -13.9% | -9.5% |
| 3M | -31.4% | -8.5% | -22.9% | -30.6% |
| 6M | -50.3% | -17.2% | -33.2% | -49.0% |
| YTD | +33.9% | -23.4% | +57.3% | +38.5% |
| 1Y | +10.6% | -30.2% | +40.9% | +16.1% |
| 3Y | +52.7% | -32.9% | +85.7% | +57.6% |
| 5Y | -48.5% | -88.5% | +40.1% | -54.6% |
| All | -25.3% | -87.6% | +62.3% | -29.4% |
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