-7.8%
NVTS vs TSN
-24.8%
+17.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.3% |
| 7D | +2.7% | -6.3% | +9.0% | +2.4% |
| 30D | -4.5% | -10.8% | +6.4% | -4.9% |
| 3M | -61.5% | -8.8% | -52.8% | -61.6% |
| 6M | +28.0% | -16.8% | +44.8% | +27.2% |
| YTD | +65.3% | -10.0% | +75.3% | +62.6% |
| 1Y | +113.0% | -5.3% | +118.3% | +108.0% |
| 3Y | +34.7% | +8.5% | +26.2% | +20.1% |
| All | -7.8% | -24.8% | +17.0% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling