-55.6%
NVTS vs TRMB
-36.0%
-19.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.0% | -6.1% |
| 7D | +3.9% | +2.8% | +1.1% | +1.7% |
| 30D | -4.3% | -5.9% | +1.5% | -3.5% |
| 3M | -34.5% | -3.3% | -31.2% | -36.1% |
| 6M | -57.7% | +1.3% | -59.1% | -62.0% |
| YTD | +25.4% | -29.0% | +54.3% | +61.0% |
| 1Y | +13.1% | -27.8% | +40.9% | +42.9% |
| 3Y | +48.9% | +36.3% | +12.6% | -4.5% |
| All | -55.6% | -36.0% | -19.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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