+48.9%
NVTS vs TMF
-32.2%
+81.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -6.0% |
| 7D | +3.9% | -9.3% | +13.2% | +7.0% |
| 30D | -4.3% | +1.9% | -6.3% | -5.3% |
| 3M | -34.5% | -11.2% | -23.3% | -32.4% |
| 6M | -57.7% | -17.7% | -40.0% | -55.3% |
| YTD | +25.4% | -24.5% | +49.8% | +34.5% |
| 1Y | +13.1% | -29.4% | +42.6% | +24.2% |
| 3Y | +48.9% | -33.4% | +82.3% | +58.4% |
| All | +48.9% | -32.2% | +81.2% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling