-12.9%
NVTS vs TSN
-23.3%
+10.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -3.8% |
| 7D | +0.5% | +1.4% | -0.9% | +0.5% |
| 30D | -18.0% | -6.2% | -11.8% | -18.2% |
| 3M | -45.6% | -5.7% | -39.9% | -45.7% |
| 6M | +28.5% | -11.4% | +39.8% | +27.4% |
| YTD | +56.2% | -8.2% | +64.3% | +53.8% |
| 1Y | +97.7% | -2.0% | +99.7% | +92.9% |
| 3Y | +35.0% | +11.9% | +23.1% | +20.0% |
| All | -12.9% | -23.3% | +10.4% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling