-9.1%
NVTS vs TW
+22.7%
-31.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | -1.4% | -4.5% | +3.0% | -0.3% |
| 30D | -16.5% | -2.3% | -14.3% | -16.1% |
| 3M | -47.6% | +2.6% | -50.2% | -48.9% |
| 6M | +7.3% | -17.5% | +24.8% | +12.6% |
| YTD | +62.9% | -5.3% | +68.2% | +59.7% |
| 1Y | +91.3% | -14.8% | +106.1% | +96.2% |
| 3Y | +43.4% | +18.8% | +24.6% | -4.0% |
| All | -9.1% | +22.7% | -31.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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