-9.4%
NVTS vs TSN
-24.3%
+15.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.4% |
| 7D | +3.5% | -7.3% | +10.8% | +3.2% |
| 30D | -11.9% | -8.6% | -3.3% | -12.2% |
| 3M | -49.2% | -7.5% | -41.7% | -49.4% |
| 6M | +38.4% | -14.1% | +52.6% | +37.4% |
| YTD | +62.5% | -9.4% | +71.9% | +59.9% |
| 1Y | +101.4% | -4.1% | +105.5% | +96.5% |
| 3Y | +40.4% | +10.3% | +30.1% | +24.7% |
| All | -9.4% | -24.3% | +15.0% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling