-30.1%
NVTS vs TSN
-14.0%
-16.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.6% | -6.4% |
| 7D | +3.9% | -1.4% | +5.4% | +3.9% |
| 30D | -4.3% | +8.5% | -12.8% | -3.9% |
| 3M | -34.5% | +5.3% | -39.8% | -34.3% |
| 6M | -57.7% | -10.5% | -47.2% | -57.5% |
| YTD | +25.4% | +3.0% | +22.4% | +24.1% |
| 1Y | +13.1% | +12.1% | +1.0% | +10.7% |
| 3Y | +48.9% | +43.1% | +5.8% | +26.8% |
| 5Y | -51.8% | -15.1% | -36.7% | -49.6% |
| All | -30.1% | -14.0% | -16.1% | -27.0% |
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