-7.8%
NVTS vs TRMB
-31.6%
+23.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +7.3% |
| 7D | +2.7% | -2.5% | +5.2% | +5.1% |
| 30D | -4.5% | +1.5% | -6.0% | -6.6% |
| 3M | -61.5% | +6.8% | -68.3% | -65.1% |
| 6M | +28.0% | -14.9% | +42.9% | +44.7% |
| YTD | +65.3% | -24.1% | +89.4% | +108.9% |
| 1Y | +113.0% | -25.4% | +138.4% | +175.6% |
| 3Y | +34.7% | +8.0% | +26.7% | +16.5% |
| All | -7.8% | -31.6% | +23.8% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling