+44.0%
NVTS vs TMF
-25.3%
+69.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.6% |
| 7D | +1.5% | +1.2% | +0.3% | +1.1% |
| 30D | -23.8% | +19.7% | -43.5% | -28.3% |
| 3M | -30.6% | -2.1% | -28.5% | -30.4% |
| 6M | -48.4% | -13.4% | -34.9% | -46.3% |
| YTD | +20.6% | -16.7% | +37.3% | +25.6% |
| 1Y | -2.5% | -23.3% | +20.8% | +4.4% |
| 3Y | +44.0% | -24.8% | +68.8% | +46.3% |
| All | +44.0% | -25.3% | +69.3% | +46.3% |
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