+370.4%
TDG vs NVT
+731.8%
-361.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.5% | -1.1% |
| 7D | -1.9% | +4.1% | -5.9% | -3.9% |
| 30D | -7.7% | -5.1% | -2.6% | -5.8% |
| 3M | -9.3% | -1.2% | -8.2% | -11.1% |
| 6M | -9.4% | +46.6% | -56.0% | -29.6% |
| YTD | -14.3% | +60.0% | -74.2% | -37.3% |
| 1Y | -11.8% | +70.8% | -82.6% | -39.0% |
| 3Y | +52.0% | +187.5% | -135.6% | -31.4% |
| 5Y | +128.8% | +426.1% | -297.3% | -35.3% |
| All | +370.4% | +731.8% | -361.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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