+43.0%
NVTS vs TPR
+308.4%
-265.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.7% | -2.3% | +5.0% | +4.3% |
| 30D | -4.5% | -23.0% | +18.5% | +11.7% |
| 3M | -61.5% | -12.5% | -49.1% | -59.3% |
| 6M | +28.0% | -21.4% | +49.4% | +45.8% |
| YTD | +65.3% | -3.5% | +68.8% | +59.4% |
| 1Y | +113.0% | +17.4% | +95.6% | +76.5% |
| All | +43.0% | +308.4% | -265.3% | -50.2% |
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