-10.3%
NVTS vs TPR
+28.3%
-38.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.6% | +9.8% |
| 7D | +1.5% | +14.2% | -12.7% | -3.1% |
| 30D | -23.8% | +17.1% | -40.9% | -28.2% |
| 3M | -30.6% | -17.7% | -12.9% | -25.0% |
| 6M | -48.4% | -10.2% | -38.2% | -47.4% |
| YTD | +20.6% | +4.9% | +15.7% | +18.8% |
| All | -10.3% | +28.3% | -38.6% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling