-9.4%
NVTS vs TNA
-24.5%
+15.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -0.3% |
| 7D | +3.5% | -3.6% | +7.1% | +6.3% |
| 30D | -11.9% | -10.1% | -1.9% | -4.6% |
| 3M | -49.2% | +2.7% | -51.9% | -49.1% |
| 6M | +38.4% | +38.4% | 0.0% | +15.2% |
| YTD | +62.5% | +45.4% | +17.0% | +33.6% |
| 1Y | +101.4% | +55.9% | +45.4% | +60.6% |
| 3Y | +40.4% | +109.8% | -69.4% | -17.9% |
| All | -9.4% | -24.5% | +15.1% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling