-6.3%
NVTS vs TRGP
+482.2%
-488.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | +9.7% | -0.6% | +10.3% | +9.9% |
| 30D | -13.6% | +14.6% | -28.2% | -18.2% |
| 3M | -51.0% | +11.9% | -62.9% | -53.7% |
| 6M | +46.3% | +25.3% | +21.1% | +31.8% |
| YTD | +68.1% | +61.9% | +6.2% | +36.0% |
| 1Y | +113.9% | +87.3% | +26.6% | +59.6% |
| 3Y | +45.3% | +268.0% | -222.7% | -33.4% |
| All | -6.3% | +482.2% | -488.5% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 all: compounded portfolio wealth divided by compounded TRGP 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…
all analysis · Full analysis span regression · 6 months rolling