+44.0%
NVTS vs TPR
+407.4%
-363.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.6% | +10.2% |
| 7D | +1.5% | +14.2% | -12.7% | -8.0% |
| 30D | -23.8% | +17.1% | -40.9% | -32.5% |
| 3M | -30.6% | -17.7% | -12.9% | -23.4% |
| 6M | -48.4% | -10.2% | -38.2% | -47.0% |
| YTD | +20.6% | +4.9% | +15.7% | +7.9% |
| 1Y | -2.5% | +36.1% | -38.7% | -29.9% |
| 3Y | +44.0% | +416.5% | -372.5% | -60.4% |
| All | +44.0% | +407.4% | -363.4% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling