+101.4%
NVTS vs TPR
+9.9%
+91.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -1.6% |
| 7D | +3.5% | -7.3% | +10.8% | +7.7% |
| 30D | -11.9% | -30.7% | +18.8% | +6.8% |
| 3M | -49.2% | -21.6% | -27.6% | -43.6% |
| 6M | +38.4% | -21.3% | +59.8% | +49.9% |
| YTD | +62.5% | -10.2% | +72.6% | +60.8% |
| 1Y | +101.4% | +9.5% | +91.9% | +63.3% |
| All | +101.4% | +9.9% | +91.5% | +63.3% |
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