+93.7%
TFC vs NVT
+178.0%
-84.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.9% |
| 7D | -2.5% | +2.0% | -4.5% | -3.0% |
| 30D | -2.8% | -7.2% | +4.3% | -1.2% |
| 3M | +2.1% | -0.9% | +3.1% | +1.0% |
| 6M | +10.1% | +42.6% | -32.5% | -4.3% |
| YTD | +5.4% | +52.9% | -47.5% | -10.8% |
| 1Y | +16.3% | +64.5% | -48.1% | -5.1% |
| All | +93.7% | +178.0% | -84.3% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling