+34.4%
TFC vs NVT
+731.8%
-697.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -2.2% |
| 7D | -2.4% | +4.1% | -6.5% | -4.5% |
| 30D | -3.4% | -5.1% | +1.8% | -1.4% |
| 3M | +0.4% | -1.2% | +1.6% | -1.7% |
| 6M | +12.7% | +46.6% | -33.9% | -13.0% |
| YTD | +5.6% | +60.0% | -54.4% | -23.0% |
| 1Y | +16.0% | +70.8% | -54.8% | -19.9% |
| 3Y | +94.0% | +187.5% | -93.6% | -10.9% |
| 5Y | +16.2% | +426.1% | -410.0% | -65.3% |
| All | +34.4% | +731.8% | -697.4% | -70.9% |
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