-7.8%
NVTS vs TMF
-86.4%
+78.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.3% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | -4.5% | -2.8% | -1.6% | -4.1% |
| 3M | -61.5% | -10.9% | -50.6% | -60.9% |
| 6M | +28.0% | -21.3% | +49.3% | +32.2% |
| YTD | +65.3% | -15.9% | +81.1% | +68.8% |
| 1Y | +113.0% | -15.7% | +128.7% | +117.1% |
| 3Y | +34.7% | -43.4% | +78.1% | +38.5% |
| All | -7.8% | -86.4% | +78.5% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling