+37.5%
NVTS vs TRI
-20.3%
+57.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -4.0% |
| 7D | +0.5% | -14.4% | +14.8% | -1.4% |
| 30D | -18.0% | -8.1% | -9.9% | -18.7% |
| 3M | -45.6% | +17.5% | -63.1% | -45.0% |
| 6M | +28.5% | -5.0% | +33.4% | +34.7% |
| YTD | +56.2% | -24.7% | +80.9% | +73.0% |
| 1Y | +97.7% | -41.5% | +139.2% | +139.4% |
| All | +37.5% | -20.3% | +57.8% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling