-9.1%
NVTS vs TNA
-26.0%
+16.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.5% |
| 7D | -1.4% | -7.3% | +5.8% | +4.2% |
| 30D | -16.5% | -14.2% | -2.3% | -6.4% |
| 3M | -47.6% | -4.6% | -43.1% | -44.7% |
| 6M | +7.3% | +36.9% | -29.6% | -9.8% |
| YTD | +62.9% | +42.5% | +20.3% | +36.0% |
| 1Y | +91.3% | +45.8% | +45.5% | +59.6% |
| 3Y | +43.4% | +104.7% | -61.2% | -14.6% |
| All | -9.1% | -26.0% | +16.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling