-7.8%
NVTS vs TW
+28.4%
-36.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.1% |
| 7D | +2.7% | -2.3% | +5.0% | +3.3% |
| 30D | -4.5% | +3.9% | -8.4% | -5.5% |
| 3M | -61.5% | +5.7% | -67.2% | -62.8% |
| 6M | +28.0% | -14.5% | +42.5% | +33.2% |
| YTD | +65.3% | -0.9% | +66.1% | +60.2% |
| 1Y | +113.0% | -13.5% | +126.5% | +119.4% |
| 3Y | +34.7% | +25.0% | +9.7% | -11.2% |
| All | -7.8% | +28.4% | -36.2% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling