+43.0%
NVTS vs TSN
+10.3%
+32.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.7% |
| 7D | +3.5% | -7.3% | +10.8% | +0.5% |
| 30D | -11.9% | -8.6% | -3.3% | -15.0% |
| 3M | -49.2% | -7.5% | -41.7% | -50.5% |
| 6M | +38.4% | -14.1% | +52.6% | +32.2% |
| YTD | +62.5% | -9.4% | +71.9% | +57.4% |
| 1Y | +101.4% | -4.1% | +105.5% | +96.7% |
| All | +43.0% | +10.3% | +32.7% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling