+91.3%
NVTS vs TW
-14.2%
+105.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +3.8% |
| 7D | -1.4% | -4.5% | +3.0% | -3.6% |
| 30D | -16.5% | -2.3% | -14.3% | -17.3% |
| 3M | -47.6% | +2.6% | -50.2% | -47.0% |
| 6M | +7.3% | -17.5% | +24.8% | +3.5% |
| YTD | +62.9% | -5.3% | +68.2% | +63.4% |
| 1Y | +91.3% | -14.8% | +106.1% | +85.7% |
| All | +91.3% | -14.2% | +105.5% | +85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling