-25.3%
NVTS vs TPR
+292.4%
-317.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.7% |
| 7D | +21.6% | -1.1% | +22.8% | +22.6% |
| 30D | -8.5% | +15.1% | -23.6% | -18.8% |
| 3M | -31.4% | -13.4% | -18.0% | -26.8% |
| 6M | -50.3% | +1.4% | -51.7% | -53.5% |
| YTD | +33.9% | +4.8% | +29.1% | +19.3% |
| 1Y | +10.6% | +29.2% | -18.5% | -17.0% |
| 3Y | +52.7% | +403.7% | -351.0% | -62.2% |
| 5Y | -48.5% | +230.8% | -279.3% | -83.9% |
| All | -25.3% | +292.4% | -317.7% | -78.1% |
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