-25.2%
NVTS vs TPR
+302.5%
-327.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.5% | +8.8% | +9.5% |
| 7D | +20.8% | +12.7% | +8.1% | +9.8% |
| 30D | -11.1% | +17.1% | -28.2% | -22.1% |
| 3M | -31.0% | -15.9% | -15.2% | -24.9% |
| 6M | -47.4% | +2.6% | -50.0% | -51.0% |
| YTD | +34.2% | +7.5% | +26.7% | +17.5% |
| 1Y | +22.2% | +32.9% | -10.7% | -9.9% |
| 3Y | +68.4% | +413.8% | -345.5% | -58.8% |
| 5Y | -39.0% | +263.9% | -302.9% | -81.8% |
| All | -25.2% | +302.5% | -327.7% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling