-10.8%
NVTS vs TRI
-22.4%
+11.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.4% | +2.6% | +11.5% |
| 7D | -0.3% | +1.0% | -1.3% | +0.3% |
| 30D | -24.4% | +20.8% | -45.1% | -18.5% |
| 3M | -26.5% | +8.1% | -34.6% | -22.8% |
| 6M | -41.4% | +24.2% | -65.6% | -30.6% |
| YTD | +30.7% | -7.8% | +38.4% | +47.1% |
| 1Y | -10.8% | -16.7% | +5.9% | +3.1% |
| All | -10.8% | -22.4% | +11.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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