-6.3%
NVTS vs TPR
+247.8%
-254.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +4.4% |
| 7D | +9.7% | -3.4% | +13.1% | +12.3% |
| 30D | -13.6% | -27.3% | +13.7% | +6.6% |
| 3M | -51.0% | -16.2% | -34.7% | -46.1% |
| 6M | +46.3% | -17.9% | +64.2% | +62.2% |
| YTD | +68.1% | -7.1% | +75.2% | +66.8% |
| 1Y | +113.9% | +13.6% | +100.3% | +81.0% |
| 3Y | +45.3% | +293.7% | -248.5% | -55.8% |
| All | -6.3% | +247.8% | -254.1% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling